Once you pair your phone with the car (Manage Connections > Set Up Bluetooth) it should automatically connect when in range, if you leave your Bluetooth on your phone turned on.
I'd re-pair it. There should be a pop-up box when you first connect saying "connect to BT device" or whatever, and you can check the "do not show me this again" box. Once you do that, it should connect automatically to the BT device when BOTH have BT on and in range of each other.
This is what I do with my BT speaker in my car and they connect automatically.
Posted from my CrackBerry at wapforums.crackberry.com
When you connect for the first time it will prompt you to accept yes or no to connect, on the same screen you will check the box that says do not ask me again, then hit yes. It will now connect to your phone every time you turn on your bluetooth device