how do I install cd to my car raido?

I was informed I could play a cd player throught my jeeps raido throught the cigarette ligter is this true,please show how to install it thank you.my 1999 jeep 10 disc changer will not work any more.and I was informed it could not be reparied. that I would have to by a new unit at a cost of$410.00 whitch I did not want to spend.if the above is true please tell me what to buy, and a instalation diagraim.thank you.