jaggerwild

Unless there is a setup menu in the Sony device as the code needs to be input or learned from the Sony to the auto. Basically the Sony should be in a learn mode when it is turned on or its blue tooth is turned on, essentially letting them shake hands.
If this is not the case then you may just have to take the BT adapter back, as you should have made sure it will work with your cars set up first. I know sales men will say anything to just sell stuff now a days also.
You may read on the cars owners manual there must be a way to change it or else why have blue tooth to begin with right?