When you say you want to know quantity for Audi and BMW between 2004 and 2006 im wondering why you are using OR in your query. I would assume you want:
SELECT Make, Sum(Qty) AS Qty, CYear FROM CarSales WHERE Make IN ('Audi','BMW') AND CYear BETWEEN '2004' AND '2006' GROUP BY Make,CYear;
Depends on your DB server, some react differently to BETWEEN.
Also, not sure what datatype you are using for CYear, VARCHAR or DATE?