how to get an empty for an object to move with the object? I have done a couple of tutorials to do with simple car models animated in the rigid world. What I have noticed is that empties associated with the moving objects, like wheels and the car body stay where they are while the objects move off. You then see a long dashed line stretching from the empty to wherever the object is.

Shouldn't empties for moving objects move with their objects? Is there a way to make those kind of empties travel with their objects? I have just thought of turning off the visibility of empties, which makes things look better but can anyone comment on my query. In rendering they would disappear anyway I know.
Select all the objects and the empties you want to move together and click Ctrl+J. You Group the objects and they move together.