Burning music videos to dvds

Ok, I’m trying to find a good source for music videos where I can download the file and burn it to a dvd. I’m not looking for somewhere to “steal” it from…I’m just trying to find a site that lets you actually download it instead of just viewing it. I want to do this so I can burn dvds to play in my car. I’ve seen these and purchased these types of dvds on ebay, so it is obviously possible to do this. So, if I’m going to pay $20-50 for a dvd that has music videos on it, I’d rather be able to purchase or download them for free so I can put them in the order that I want them in and/or pick the songs that I want on it. I’m skeptical about using p2p programs because of the viruses that I’ve received through various p2p programs and spyware issues. Any suggestions or help would be greatly appreciated. Thanks!