Trouble with menus

I’m new to Nero, so I’m hoping the solution is easy. I have 5 separate videos that I would like to burn to DVD.

I would like it in typical DVD fashion, you click on the icon and go to that individual video clip. When that clip is finished, I would like to return back to the menu so the user can choose the next video clip to view.

As it is now, all my video clips lead to another one and they’re all played in order one right after another.

What am I doing wrong?