The problem is that the Rhapsody music is copy-protected. It is sent to the Fuze along with hidden codes that lock or unlock it. If your Rhapsody subscription ends, the music will lock up.
Those codes are transferred in MTP mode, one of the two USB modes the Fuze uses. It’s the one that can transfer DRM (Digital Rights Misery) codes from Windows Media Player or Rhapsody.
The other USB mode, MSC, just makes the Fuze appear as a regular flash drive. That is likely to be the way your car stereo hooks up to the Fuze via USB. If you have been using (under Settings/System Settings/USB Mode) Auto Detect or MTP, the Fuze may look like it has no music on it under MSC mode, because a computer–and probably the car stereo–can only see one mode at a time. And if the car stereo is using the more widely compatible MSC mode, you’re stuck–at least if you want to use USB.
But what exactly does Rhapsody say about compatibility? Because that’s crucial.
However, you do have a headphone jack. Your stereo should have an AUX input. With a simple plug you can connect them, and play everything from your Fuze as if you were playing it through headphones. You will have to crank up the car stereo much louder than when you’re listening to its own radio, and songs won’t display on the car stereo. But that’s probably the only way to hear your Rhapsody stuff.