If the third-party company has either--1) Violated the terms of an agreement between you and it, as to how the money would be disbursed and what they would do with your money; and/or2) Committed fraud, by getting you to sign on with them by misrepresenting (lying) what they would do--then you may sue them for the money they took and possibly for other costs or damages you've suffered as a result of their behavior. This is something you should discuss with an attorney, someone who can evaluate all the circumstances in detail and advise you as to rights, remedies, etc.You also should probably stop giving any money to this company, though let your attorney review your agreement with them prior to taking any concrete steps.However, all that will take time; and in the meantime, since you are the one responsible or liable for the car loan, if the loan is not paid, you may lose your car, suffer bad credit history, and/or be sued by the auto financing company. While pursuing your remedies agains the third party, you should also make sure you pay your car loan.