Unfortunately, this requires knowledge of VM commands and explaining in details on how to do it is not easy, but I can summarize.
You need to start tracing from the beginning, taking note of register changes, till you reach the main menu. Now since you want to start the movie right away from first play, the Play button command in the main menu will direct you to the movie. Again take note of the register changes. Now the hard part is to know which registers do what and which need to change to the final value by evaluating from First Play. Sometimes these registers are in the VMG PGC. Some are temporary registers that you can ignore (of course the program is not going to know that, only human evaluation can determine it). Finally change the Jump command to jump to the movie title.
The whole purpose of taking note of register changes and modifying accordingly is to have the same state or condition as if you manually press Play from the main menu. Sad to say, both DvdFab and AnyDVD do not apply this approach. That’s why sometimes the function doesn’t work.
Try my first suggestion and report back, before we go any further.