I've seen this problem of not being able to play a burned CD on certain car or home CD players. It can happen if the car or home player is an older model. I've also experienced this happening if I use particular brands of burnable CD's. Some work better than others, strangely enough. personally, I've had good luck with the Verbatim brand.
They're also not playable on my laptop which is 3 months old. I've delved into this on the Internet and there is a compatibility problem with Apple file formats that is likely intentional.
There's a program available called 'tunebite' that does file conversion to WMA or mp3 formats. But it has to be purchased so added another layer of cost to an already expensive music player (by comparison to other brands on the market already).