Poker players and credit

[TheLoser]

Ok here is my situation, I have been playing poker for a living for about 2 years now. There have been ups and downs, some bad blackjack addictions and various other things but for the last little while it has been pretty good. Anyways I am 21 years old I have never held a job other then playing poker. I am buying a new car within the next couple weeks and had planned on paying cash for it. Talked to my parents a bit and they said I should start building up credit. So I made an appointment at the bank to see about getting a loan, the car I am going to buycosts approx 30 000, I basically told her I could pay 29000 and get a 1000 loan and put the vehicle up as colateral. She said if I do not fill out tax forms (I don't have to pay tax;s on gambling winnings in Canada) ir have proof of employment I can not get a loan. I then said what if I do the above AND get a co signer, and she basically told me there is no way I can get a loan without having a job. Now to me this seems ridiculous that a 30 000 vehicle and a co signer on a 1000 loan is not enough to make it happen. Anyways curious if any of you have any ideas as to what I should do? Should I just try another bank? I mean I don't need a loan but it would be nice down the road if I want to buy a house or something to have credit.