You can get information about how US residents can import and export cars out of the United States by contacting the US Customs and Border Protection.
There are some insurance companies, such as Geico, that offer global insurance for autos. These global insurers will typically issue you an auto policy and make sure that you have all the documents you need to ship and register your car as well as be able to cross international borders with it.
For information on what the import laws are for the countries in Europe check with their foreign embassies or consulates. Find this information at the US Department of State website.
These sites plus searching the Internet, for sites such as yahoo and Google forums on the topic, should help you figure out the process you need to go through to take your car to Europe.
For car insurance quotes for the United States, Canada or the UK, follow this link.