how do I add mp3's?

I have an 05 Explorer with the audiophile 6cd satellite capable system. There's no input jack

are you referring to the aux? there is a ton of diy or products you can purchase to make it work proper, a ton of youtube videos some require to partly disassemble the radio and some wires to the back, some even can run off radio signal and a plug In into the cigeret lighter, tons of choices, I don't have examples at the moment

I bought something called go groove.

Its a bluetooth / aux input fm transmitter. It works really well IMO. It connects to my phone with ease and call quality is good. The other end says mic is clear when going down the highway. As for the aux input. I use a basic mp3 player. The key is, spend sometime finding a very dead station in your area, tune both the car radio and the transmitter to it and it has fantastic quality for fm. The thing was like $40... Also, moves car to car

Joe's idea is probably the cheapest. Get a little FM Transmitter. Other than that, you'd need to change the radio.

Here's something to consider:
http://www.oemautosound.com/p-47-ford-auxiliary-input-pre-wire-for-cd.aspx

Then add bluetooth for media streaming:
http://www.oemautosound.com/p-316-bluetooth-ipod-iphone-isfm22.aspx

So far, this is the best solution I have found. There are many reasons to keep the factory unit, including theft and having to deal with broken glass, etc. Also, if the head unit it switched out, you want to keep the factory feel and have the steering wheel controls and back seat controls working.

I'm looking for a better solution, but I think this is the best so far. Modernizing our old vehicles is part of the fun.