what specific model is your car stereo?
It should be "CDX-xxx
they are usually marked right on the faceplate.
the "Xplode" is almost meaningless because that basically describes
every sony car stereo made for the last 10years.
I can probably talk you through the problem, but I need a starting point and the first thing I need to know is your model number.
Second thing is CD or MP3?
Third thing is what specific brand of media (blank disc)
Fourth is what software are you using to do your burning?