Many car CD players (more-so older ones) don't especially like CD-r disks. But moreso the problem is burn speed. Make sure you burn the audio cd at minimum speed. If you're using a high-speed disk, then instead, get one of the slow burning (well known brand) ones. These tend to do best on car CD players.
Most older car cd players will NOT play cd's burnt as mp3 disks. So be aware of that. Find what your car cd player can play!
Most players like Nero & Roxio will convert your mp3's to CD format. You just need to make sure of your settings.
If necessary, Audacity, a FREE audio editor will open & save to both mp3 & wav & ogg formats:
http://audacity.sourceforge.net/windows.php
Be sure you burn to CD-R & not CD-RW disks, as i'm not sure how many if any car cd players can play cd-rw disks!