Your car DVD has video playing software - just like your PC. Some software doesn't recognize certain formats. Windows media format .wma for example isn't recognised by certain software.

To keep it simple, download a format of the film you want that is the most cross-platform possible and therefore recognized by most players. .mp4 is the video cousin of .mp3 music files (just has a video track too). The filesize is normally much smaller than other video formats and downloads/uploads more quickly.