You can connect your MP3 player to a Yamaha AV receiver using the headphone output on your MP3 player. The cable needed for this would be a Male Stereo Mini plug (Or what ever plug output type your MP3 player has.) to a Male RCA Standard Stereo Left & Right connection. This can be plugged into any one of the receivers Left & Right analog inputs, except for the phonograph or turntable inputs. For example you could use the V-AUX or the CD inputs.
NOTE: The audio signal output on most MP3 players is controlled by the playersEvolume control. Compensation will have to be made in order to achieve a strong enough audio output signal for the receiver to amplify. Start with the players volume at 50% and the receivers volume at around -35 dB or -40 dB.