Yeah, its the thing you plug in and you choose a frequency between 87.7 and 107.9.
Not being pedantic or anything, but I think they're actually illegal to use (but not to buy) in the UK as you aren't allowed to use anything that transmits an FM signal without a license from Ofcom.
Website selling the iTrip:
I don't think they're gonna find you out though 
But then again, I would say if you have the money, to get a direct interface with your headunit. I bought the Pioneer CDB-I1000 (or whatever the code is) and it gives your headunit full control of the iPod, and displays the tracks on screen etc - very nice 
James.