1. You should get Saudi transit visa in advance - costs 75-125 Riyals. UAE visa at Border.
2. UAE vehicle insurance in advance (roughly 50-100 riyals) and Saudi vehicle insurance at border.
3. Don't worry they are friendly.

see below link for more details
http://www.qatarliving.com/node/94254

http://www.qatarliving.com/search?cx=008937172676595728955%3A066rihafv68...