Wrong playback direction of the car cassette player's autoreverse feature. The car cassette adapter can only work in one playback direction. If it does not work in one direction, try to change the autoreverse direction of the car cassette player.
Your car stereo is not compatible with the car adaptor cassette. The car cassette adapter is not compatible with all types of car cassette players, i.e. the front loading type. If your cassette player has a LINE IN jack, use it instead of the cassette adapter. Connect the signal lead to the LINE IN jack of the adapter and to the LINE OUT jack of the CD player.