Also, make sure you check settings on the car audio system. There may be a setting that specifies that you are connecting an iPod, and not something generic like a USB flash drive with song files on it. You should review the documentation for the system, if available online, to see what devices are supported, as well as song file types (MP3, AAC, etc.).
An alternative is to buy a cheap USB flash drive. You may already have one. Here's one that barely sticks out of the USB port, and has four times the capacity of a shuffle
http://eshop.macsales.com/item/SanDisk/SDCZ33008G/
You can just leave it connected to the car audio system, except when you want to change songs on it. Unlike an iPod, you don't have to constantly disconnect it to take with you, or worry about extreme heat or cold that may damage an iPod (and being a target for theft).