On the back of the Bose Wave radio, you should see this:
http://www.pawnplex.com/Stereo-sys/awrcc1/DSC00258.JPG
What you need to get is this:
http://www.clink.com.au/images/products/enlarged/stereo_mini.jpg
It's called a stereo-mini adapter. A stereo mini adapter is a 1/8th inch plug that is split up into three sections, there's left, right, and ground. The ground is simply to keep it from causing any damage in case of a short or electrical surge. Since it has both a left and right audio signal, it's known as a stereo (or BALANCED) plug, as opposed to a mono (monaural) (or UNBALANCED) plug, which consists of only one channel.
ANYWAYS, a stereo mini plug is the same plug as that which is on the end of the cord attached to your headphones. So you need to get a cable that has that plug on both ends of it. Then what you have to do is plug one end into your iPod, and the other end into the back of the Bose Wave radio in the spot that says, "AUX IN" From there you have to switch the Bose Wave radio to play from the AUX, and you simply hit play on your iPod. I suggest starting with the sound turned down all the way and then once it starts playing turn it up till it's as loud as you want it. Doing this will prevent wear to the cone of the speakers and will make them last longer with more optimum sound quality.