How to use aux cord w/ no adapter?

Okay so my parents just recently got me my first car, a 2007 Ford Escape, and it has no aux cord. Does anyone know of a way to install one? I would get a cassette adapter but I have no cassette player. It consists of a CD player and a radio. However I do have a couple cigarette lighters up front, is there a way I could use these as a form of audio input?

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