MP3 player / wiring electronics question

I have an ingenious (or so I thought) MP3 player in my car, it cost me $10 shipped from Hong Kong, so it's cheap but it basically just pluggs into the cigarette lighter for power, has a negligable amount of onboard storage (like 1g or somethign) but a usb input. So basically if you have a memory stick on your keychain you turn on your car and plug your stick in and bam tunes are on. No worrying about charging battery, or loading songs with a special cable or anything, plus it cost $10 since it's basically just a player, not a massive storage device.
http://princip-romny.sumy.ua/images/CBR_FTL-50.jpg

Well, big problem. What I thought was an AUX output was an AUX INput, because it has a built in FM transmitter. There is no AUX out, only an FM transmitter, which at best sounds radio quality. I was so dissappointed.

So I have been looking for this perfect player, but apparently they don't exist. What i'm looking for:

* Cheap (<$35 or $40)

* Negligible on board storage, I don't need to pay big bucks for a 30gb storage, that's what my laptop is for.

* USB input that will accept and play music off of a memory stick (SD card slot will work as well)

* plug into cigarette lighter, or an equivelently easy power solution

* Must have AUX output, this is a deal breaker.

Basically I have tons of music on my laptop, I lost most of my CDs a long time ago and my current CDs get ripped immediately and put on the shelf, I don't like CDs sliding all over the place in my cars. This would be the perfect scenario for me as I can just load a couple albums on a keychain memory stick and go. Does such a perfect devise exist?? Am I wasting my time? What are my options for an acceptable alternative?

***Electronics guru's, could I take the one I have apart and ghetto solder in a permanent wire or something for AUX out?? It was only $10 and I don't use it so it might be worth a try. Is this even possible?

Oh I like that where did you get it?? Ebay??

Link please!

Sandisk Sansa. I have an older model that I got off Woot and have been very happy with it. Below is a similar one- 4gb onboard, with a MicroSD slot for $41 shipped.

http://www.buy.com/prod/sandisk-sans...213482513.html

If you were to upgrade to a sansa clip or fuze, you could get the preloaded Slot Radio cards that have 1000 songs each on them.

http://www.slotradio.com/

http://www.buy.com/prod/sandisk-sans...212643955.html

My wife has a sandisk sansa, I like it, but honestly I just want a cheap player that doesn't have to be charged. Everytime we try to use the sandisk in the car it's dead and we have to look for an hour to find the damn charging cable. I had another sandisk that used 1 AAA battery but it didn't last more than 2 or 3 albums, and the player stopped working after a while anyway. I would like one that plugs in to the cigarette lighter but I guess they don't exist. Maybe I can get a generic mp3 player that has a card slot and cut the charging cord and wire it into the fusebox...I idd that with a radar detector and it worked like a charm.

***Paging ChannelManiac***

If I have time this weekend I might take this $10 player that I have apart to see if wiring a line out is even possible. Im OK with a soldering iron, but I wouldn't know what im looking at. Any ideas?? I might just start poking around the PC board with a volt/ohm meter and a pair of headphones plugged into a cut aux cord and see what I come up with.

POS im looking for that link for you.