All CD players play audio CD's. That are the CD with 50 to 70 minutes of music you buy in the shop. Some older players don't recognise burned CD's, but most newer ones do).
And there are CD players that play more. That's in the user manual. So please get that manual for your car player and tell what it is compatible with. It's quite likely it will tell it only does audio CD's. Then burn an audio CD and try again.
So, I had a blank CD-R disc, and I decided to burn a playlist of songs for the car. I created a playlist (using iTunes) and hit "Burn Playlist to Disc" and it gave me two options: MP3 CD or Data CD or DVD. Since it was songs I wanted on this disc I chose "MP3 CD" and as soon as it started writing songs to the disc a message popped up, reading, "None of these files can be written to an MP3 CD." So I went back, did it all again and this time hit Data CD or DVD. Below that option it said it may not work in some stereo players. But I was desperate and did it anyway. Weird thing is, doesnt play in my CD Stereo at home AND when I pop it into the computer rather than opening iTunes it goes to Windows Live Media Player, and works there. Ugh, what's wrong here?