The current generation of Blaupunkt players play MP3 CD's. Some of the earlier ones said 'MP3' on the fascia if they did. To burn a Cd for the car the burning session must be 'finalised' or 'mastered for use on other computers'. In Windows XP a dialogue box pops up when blank discs are inserted. Select finalise/ ize or whatever it says to that effect. Windows 7 automatically 'closes' sessions ON CD's when they are ejected, unless told otherwise. A menu pops up on insertion to ask.
The player must support MP3 files (or WMA if you use them) file playback. The current MP3 players have an option in the menu for MP3 playback track/title display. If you don't have that it may not be MP3 capable.
The files are written as native data, that is, MP3 files, not as 'audio' files, as in an audio CD.