You should be able to buy them from your Ford dealer. The nice thing about the DVD from Ford is they are an exact match (color & material) to the interior of your vehicle, they are covered for the length of your vehicle warranty. You also want to watch, some of the aftermarket Headrest DVD's only play the same thing on both screens, where the Ford DVD can play the same thing or 2 different things at the same time. Check out the links below for more information. I have these in my Edge and they are great.
For Ford's Ford Accessory Site
For Lincolns Lincoln Accessory Site