DVD Copy problem


I am new to this forum. i need little help in burning a DVD.
I merged selective content from 2 dvds using DVD Shrink(used the tutorial in this forum). I have Instant Copy to burn. my problem now is how do i create a menu for the items.
I am not quite clear abt what is happenning but i this is what i am facing,
When i play it on the system(virtual drive in Instant copy)
i am able to go from chapter 1…9 where 9 marks the beginning of the second title. but i am not able to come back from chapter 9. when i press the Previous button it says “Chapter 1” and is still in the chapter 1 (ie chapter 9 when i came from the beginning) of the second title, making it impossible to view the first title again without stoping and playing again

can anyone help me understand what the problem is and how do i get a menu?
thanks in advance