Formatted USB key now not working. HELP!

I bought a 4GB USB key that I only use for MP3's. My car doesn't have a CD player so I bought one of those cheap things you plug into your car lighter, stick your USB key in and it'll play music through radio transmission. This is the only thing I use the USB key for. I had a bunch of music on it that I didn't want anymore so I deleted it...or so I thought...but sure enough when I plugged it back into the MP3 player in my car, it still played the music I thought I deleted so I decided to look up how to format the USB key using OS X and I'd just start fresh.
Using disk utility, I formatted it, I then added all of the music I wanted on it and thought everything was good to go, plugged it into the MP3 player in my car and nothing happened. It wasn't recognizing that I'd plugged in the USB key. After several attempts at unplugging the USB key and plugging it back into the MP3 player with no success of hearing music, I thought the MP3 player itself was messed so I went and bought a new one and sure enough, my music still isn't playing. It's driving me insane. I plugged the USB key back into my MacBook and it's saying everything is on there. Obviously I've done something wrong and messed it up somehow so can someone please tell me how I can format my USB key completely but so that I am still able to put my music on it and it will work in my car?
I'd really appreciate it.