How do I add sections to a dvd burn?

Just a general ques about Nero 8 - whenever I use Nero 8 to burn a DVD, when the dvd is completed and I watch it, if I hit the NEXT button on the remote, instead of going to the next chapter or scene it takes me right back to the Menu screen.

Is there something I am missing here when I am setting up my burns?

Keep in mind that Nero seems very complicated to me so try and describe the solution, if any, in very basic way LOL! Thanks so much!