The car is falling through because your roads are not in the collidable group. In the video(4:10):
http://www.youtube.com/watch?v=oju-vKVVaho
Additionally there is something seriously broken with the roads. After retracing in the editor they worked(
http://www.2shared.com/file/l7IJvYdL/roads.html ).
In your surfaces.txt you have: BumpAmplitude = 0.3 #meters. This might cause problems in the simulation. Sane values are somewhere 0.0 - 0.05.
Looks like there are issues with the alpha blending of the trees. Will look into it.