Sounds like Roxy is either anxious or simply excited. Max whines in the car when he is excited to go to the park.
You can try tiring her out a bit with a walk or a run in the yard before getting in the car.
I have heard good things about pheromone products like this one:
ADAPTIL - DAP Collar (Dog Appeasing Pheromone)
I've read that it isn't an instant cure and needs to be replaced about every 3 weeks, but it can help.