IPhone 4 - IPod classic connectors
Hmm, not sure, and don't quote me on this, but I don't believe the pin configuration has changed for the dock connector. Are you getting the yellow warning sign and the 'this accessory is not compatible' message on your iPhone? I found that a lot of accessories I had used with my iPod Nano and 3GS don't work with my friends 4's and 4s'. 

Is the accessory one of those FM transmitters, or a direct cable link to the stereo? If it is the latter, and the radio has an 'Aux in,' you can connect up a jack to jack cable from the headphone port to your stereo. If it is the former, you may have to buy a new unit, as newer Apple devices are just not compatible with some accessories unfortunately! Griffin make a good one I believe. 

Hope this helps!