You basically connect the output of the mp3 player to the wiper arm (center terminal) of the volume control, BUT:
The exact way you do it depends on whether it's a really old radio that used DC coupling between stages, or a more modern radio that used capacitive coupling.
And if it's a solid state radio, it depends on if it's an old radio that used PNP transistors, or a more modern one that used NPN transistors.
You also need to insert a SPDT switch in the circuit in order to switch the radio's audio amplifier between the radio and the mp3 player.
Post a schematic of your radio and I can advise you further.