um depending on your head unit, will depend ont he way u can do it, alpine do a adaptor that plugs in the cd changer lead, which has 1 cd changer plug on and 2 rca inputs, so u would connect the screen to the power and to the ps2, then the ps2 left and right audio, to the adaptor, then when u turn it on the alpine goes in to aux mode.
not sure bout other headunits, but u can use a fm modulator, not sure how they work but the sound aint as good i dont think as it uses radio frequencies to out put the sound, correct me if i am wrong.
MaLicE