When you burn CDs through Vista, make sure you're not using the live file system; switch to mastered. Otherwise, the disc session won't be closed and your car's CD player won't recognize it. Click the arrow next to "show me formatting options" when the dialog appears to burn a disc. Or just use Nero, as someone mentioned. I'm assuming you've tried to burn mp3 CDs, as opposed to standard audio format?
The best software for burning is Nero. and when you burn audio cds burn at low speed, this is better for cars audio systems
Remember that you are intitled to a free "downgrade" from Vista to XP from Microsoft (unless you mean you can't afford to switch because you need Vista)
I have the same problem with my Jeep Cherokee. It doesn't matter what you use to burn the cd with, it still will not play in my car; however, the Staples brand of cd's do work in my car! They are the only ones that work and I have no idea why.