If your stereo is indexing the unit, or trying to, you really need to find the instructions for your stereo because the stereo is running firmware of its own–it’s not letting the Sansa pick the music.
The stereo instructions should tell you what USB mode it expects and what kind of playlists it reads.
My guess is that the car stereo is just expecting to find stored music–MSC (Mass Storage Class) mode, which you can use on the Sansa, making your USB connection see it as simple storage rather than a media device (MTP/Media Transfer Protocol mode).
Your computer can only see one mode at a time. When you switch modes to MSC, the music you sent over in MTP becomes invisible to the computer. The Sansa can still find everything when you disconnect, but you probably want to stick to just one mode.
Actually, it may end up being easier just to get a 32GB USB thumb drive, put your music on that (and possibly m3u playlists with Winamp) and let the car stereo do the rest.
By the way, PLA playlists always read as 0kb. There is a lot more on playlists here:
