Newbie needs help with FM Transmitter.

Hi all,
I recently tried a FM transmitter from Radio Shack in my car so I can listen
to my Walkman. ( My car has only a cd player). It sounded great until I
started the car and then there was a lot of interference.
Does anyone know of a FM transmitter that will not have this problem or what
specs I need to look for in order to prevent this?
Thanks much for any advice.
Gary