You’re not doing something right. How do you do the merge? Since you have no menu to begin with, converting the bitmap with MuxMan is not enough. You need at least the subpicture highlight and buttons created. The easiest way is to use an authoring software to create your menu with buttons and highlights. Then import into DVDRMP and add the movie in (there are several ways of doing it), and finally repoint the button navigation to the movie.
what version of DVDRMP are you using, btw?