How to covert movies and transfer to Iphone

Hello friends

I am new to iphone so kindly forgive my ignorance.  I have this iphone and also itunes on my computer.  I have also tried some converters but none work.

Kindly help with the following:

1.  How to convert my dvd/vcd movies to format that works on iphone (mp4)?
2.  Do I need to first download any player on my iphone?
3.  Suggest actual converter someone has downloaded (free) and has used to do the above;
4.  Is there any site or application that allows movies download through itunes?

Many thanks
Indian