Well you could use Windows own sound recorder to record your voice. The file will be saved as a .wav file.
Now when you come to make the CD choose Audio CD as the format. The .wav will be recognised and it should be recorded onto the CD and play in the CD player.
Some CD's cannot be played in the car mainly due to age and make. Its best to use CD-R discs and not CD-RW.
If you tell us what Burning software you are using and operating system - Someone will talk you through it.
Also what problems are you having?