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There are lots of CD players that will play MP3 CDs; I haven't seen WMF-compatible CD players, but if they don't exist I'm sure they are on the way.
Unless you can find a compatible CD unit (I heard Alpine has one, but I couldn't find it), your best bet for car audio is probably to use a protected-WMF compatible MP3 player in conjunction with an adapter to play through your car audio system. Some car systems have an "ipod port" - that's the cleanest hookup. If not, you can use an inexpensive cassette adapter. You can also us an FM transmitter, but I've heard mixed reviews on their sound quality.
Note that to get files transferable to a portable device you need Napster To Go. From what I can tell, the base Napster subscription only gives you files playable on your PC. And if you want permanent use of a song, you need to buy it as an individual download.