You need a DVD Authoring program. I use DVDit. I edit right now with Premier and it has it on it but I got the full software from a friend. This software program alows you to create menus and sub-menus. You can't just send your video to a dvd burner and burn it to dvd, it HAS TO BE Authored. I just delt with this situation not long ago. some are better than others. You can probably download a free version but it will be very, very BASIC! I am assuming you have a PC but here is an great example/tutorial from Apple for the Mac-http://www.apple.com/dvdstudiopro/quicktour/
. Software can be very expensive. I picked mine up from my friend for free.