Making a mp3 cd for my stereo

Hey I just bought a new deck for my car. And it has the ability to read mp3 cd’s which means I can put like 300 mp3 files on a cd and play’em in my car. With nested folders and everything. Has anyone did this? I cannot seem to get it to work tho. In the instruction book it doesnt really describe how to do it. Just says you can. From Nero do I have to make a .iso file or something? Has anyone did this with their car stereo?