I went to a Sonic Solutions seminar, where they demonstrated what they term
eDVD, a proprietary technology which they describe this way:
"...Sonic eDVD gives DVD content producers the power to combine URL-based web links to DVD menu buttons with motion video during the DVD-Video authoring process...".
This is exactly what you want. However, it comes at a price - you need to buy fairly expensive Sonic Solutions Authoring software to create them. I'd love to find a cheaper way. If you discover one, please let me know! You can investigate eDVDs further on their web site:
http://www.sonic.com.