It is dependent on what kind of iPod you have. I will presume that your iPod was made within the last 4 years (meaning it will have the 30-pin iPod connector on the bottom)
There are two methods to connect your iPod to a stereo.
1) You can use a Mini-stereo 1/8" cable to connect the headphone port to your stereo's input (which may be a mini-stereo 1/8" plug or an RCA left/right plug.) The mini-stereo plug is a headphone plug.
2) You can use an iPod connector which will give you a "line out" to plug into your stereo. This would be the preferred method as you'd get a better source quality sound. A search for "Line out iPod adapter" will help you find where you can get one.