Hi Danny..welcome to the freaks world.
Lots of programs will do this...Nero for example, but itÂ´s not free.
You will need to rip (=copy) the videos you want to your hard-drive, then using Nero, add them to a list, then ask it to burn this to a dvd.
This dvd should be compliant with your car dvd player (or any other dvd player).
As with anything new, you will have to read the instructions, and it may seem confusing at first.