Looks like the same as previous walkmans, where you connect a WM port cable to it as the line out....you can get them from ebay etc:
I have those 2 and it seems to work pretty well. There doesn't seem to be a dedicated line out port though.
Hold on. I read some where that the it may have a digital out. If it is through the WM Port then it may require a different cable. Not sure though but that cable should work with the F88x walkman.