What exactly does your playlist look like (sorted randomly, by title, by artist,... )?
You may cheat your stereo by tagging your songs differently, before you burn them on a new CD.
What I mean is, you may add the track number to the the title tag or the artist tag, depending on what tag your playlist is sorted by.
Or, instead of a CD, try to use a thumbdrive, if your car does support those (like facelift models, 2009 +).
On a thumbdrive you can use tools like DriveSort to change the playlist to whatever you want it to look like.