Kitt's window slid down so that Bobby could insert the CD into the dashboard slot. It made him feel horribly vulnerable, almost as bad as if he were human. He reasoned that the phantom couldn't get to him through his shell, but with the window down and his interior exposed, he had no idea if that would still hold true. He really didn't want to find out.
It didn't matter. All that mattered was helping, stopping this ghost and saving Hattie and the rest. As soon as the CD was inserted, he'd do his part and he wouldn't think twice.