is there anyway to get my own videos on my iphone?

Yeah.. But it gets complicated. You need to get the video into iTunes.

If you are on a Mac http://www.isquint.org/ works well at converting almost any video and will add it to iTunes if you select that option. Then you simply go to the movies tab in iTunes for your iPod and have it add the video. And if you want to add a DVD you will need to use something like http://handbrake.fr/ to rip the DVD and then get that into iTunes. iSquint does a good job of this.

I don’t know about Windows.

The Windows version of Handbrake (http://handbrake.fr/) will work too, but like johnpowell said, it’s a complicated process that’s so time consuming that it’s almost not even worth it (takes a couple hours or more to rip and convert a dvd).