First, it depends on the car stereo. Various manufacturers and models are compatible with different devices.
If the car stereo is made to work with iPods, then the connection is different and you are stuck with running the output of the Fuze through the AUX connection as you have been doing. For better sound, crank up the Fuze all the way. Otherwise it’s weak, because it doesn’t need nearly as strong a signal to run headphones out of that jack.
If it is a standard USB connection, the car stereo may–possibly–be able to find music in MSC mode. That means you need to go to Settings/System Settings/USB Mode and change it to MSC and see what the car stereo finds. MSC makes the Fuze look like a basic flash drive or thumb drive, so if that’s what your car stereo is expecting–just USB storage–it needs MSC mode.
However, if you have been synching with Windows Media Player and using the USB Mode Auto, the car stereo won’t see the music via MSC. That’s because the music was transferred via the other mode, MTP, which is invisible via the MSC connection.
You would need to go back into Auto or MTP mode, take all your music OFF the player (onto the computer), change USB Mode to MSC and drag-and-drop the music onto the player again. I would suggest copying one album over via MSC mode and see if the car stereo can find it.