Actually, I looked it up, thanks for your help. For people with a similar problem, I created a third table referencing both primary keys
create table DVDCollection
(
memberID int NOT NULL,
DVDID int NOT NULL,
CONSTRAINT PK_DVDCollectionTable PRIMARY KEY
(
memberID,
DVDID
),
FOREIGN KEY (memberID) REFERENCES members (memberID),
FOREIGN KEY (DVDID) REFERENCES dvd (DVDID))
And then you can query it like so
select first, last, Title from dvdcollection
join members on members.memberid = dvdcollection.memberID
join DVD on dvd.dvdid = dvdcollection.DVDID