I have made movies (home and copies), and both have been able to fast forward, and even the ones I didn't create chapter markers for, were able to skip ahead in chunks (but there may have been an option set which I'm not aware of). But I don't user Nero. Nero is not the encoder of choice when it comes to quality video. In my opinion it is about on par with Windows Movie Maker, only with a cd burning option. It depends on what you want. If you just want to make and mess with movies on a limited basis, Nero is probably fine. If you want to set chapter marks, make menus, edit video, add/edit/delete tracks, you need to look at things like Ulead Studio 10, Adobe Premiere Elements, or Vegas Movie Studio. There are even quite a few free softwares which I would put above Nero.
As for your problem with fast forwarding, it could be your media, your dvd player, or how you encoded it. First try encoding your movie with something other than Nero. If that doesn't change anything, try setting chapter markers. You need to use a process of elimination to figure out a lot of the video type problems. There are usually quite a few variables.