Just create a series of mpg and matching ac3 files in Vegas, one pair per "story". Then in DVDA, drag each mpg file to the main menu and by default each "story" will return to the main menu.
You can of cause change the end action so that each "story" links to the start of the next "story" and you will then have the same effect as a single video with chapters.
maybe Im mixing up the terminology but my understanding is in DVDSP a story lets me use and re-use that same video segments over and over in various sequence
i.e.
so if a user presses button A they would see videos (chapters) ABCD and if they press button B they would see videos (chapters) DACHB