Hi again - I've just been trying that out. I just burned a bunch of MP3s to a CD in .cda format and it played with success in my car stereo. The process can work well.
I also don't think it's the software - any ripping software will be capable of this, provided you burn the files in .cda
To rule out wether it's the media, maybe try making a direct burnt copy of a store-bought CD, and try that in your player. If that doesn't work - get some different blank media as easterbunny suggests.
If it works ok, maybe post some screen shots of exactly what you are doing