If you use high quality CD-R's you'll probably be fine. In my experience with in-dash changers of different brands, I've found that cheap CD-R's are bad news. They can cause no play errors or jam the mechanism (I haven't proven this but Ihave a theory). Though I haven't actually taken a mocrometer to them, it seems the CD-R's are a bit thicker than regular CD's; atleast the cheapo ones I was using are. This could be what caused me jamming problems. This was in a Nakamichi in-dash changer. I came to this conclusion because that unit had never jammed before I filled it with cheap Office Depot discs AND because the Office Depot discs caused errors in my new Pioneer in-dash changer. So I refuse to put them in there. I will only put high quality audio CD-R's in my changer now and the cheapo ones go in the single player. I haven't had any problems yet doing this.
I guess my only real recommendation is to only use good quality discs and at the first sign of problems stop using them.
You have to understand that fitting a 6 disc changer into the space of a single DIN stereo (the changer is only the top half of what you see) can only be accomplished with very small parts and very precise tolerances. I don't think there is much free space for discs that are too thick or warped, or not exactly the proper diameter, or what have you.
So that's my theory and the reason i think they say not to play them. Basically, they are covering their asses so they don't have to buy you a new player everytime your CD-R's jam it up.
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ChuckH
"Every morning when I wake up I know it's not going to get any better 'til I go back to sleep again!" Al Bundy