Im pretty sure the new 2006 Impala is going to hava an aux connection for your mp3 player hopefully this goes into Cobalts also.
http://www.gminsidenews.com/naias/IMP3.jpg
http://www.gminsidenews.com/naias/Imp1.jpg
(note: look at stereo under cd/aux)
http://www.gminsidenews.com/naias/IMP3.jpg
http://www.gminsidenews.com/naias/Imp1.jpg
(note: look at stereo under cd/aux)