Nothing wrong with getting a loan to buy a car BUT getting a loan for the entire amount is not the wisest move. The value of your car could well drop faster than the amount you still owe, so if you had to sell (eg you lost your job) you could find yourself in a horrible situation where you owe more than your car is worth.
I guess it would be like buying a house with a 100% mortgage, although of course a house is not a depreciating asset like a car, but you'd be far wiser to save a deposit first. With a car you need to put down a bigger deposit to have a healthy amount of 'equity' to offset the depreciation.
Borrowing is not a bad thing, used prudently its great. But remember that 'reckless' borrowing (or reckless lending by the banks!) is what got our country into the mess it is in at the moment, don't become another statistic!