It is difficult to tell you what to do exactly without knowing your DVD structure.
First find which PGC contain your first play, than click on “First play” and insert command to go to that PGC.
All your Titles are are listed in WMG title set. So if your PGC is listed in there just “Jump WMG Title (number)”.
Than you have to insert post command to that PGC to go back to Menu you want to go next. This is done through PGC in WMG domain, if the title is in different VTS than your menu.
If it is just a short clip located in a Menu Domain, than you will have to get to it from one of the main menus like Root, Subtitle, Audio and so on.