See my post below regarding Possible Explanation for Wierd Behaviors. It contains a discussion and some valuable info from John on menu structure incompatibilty on some players. Don't know if this applies, but it's worth taking a look at.
if it's not playing correctly with -R then going to -ROM isn't likely to help. That being said, the behaviour you describe is decidely odd. I could possibly understand not playing the menu and then playing 1 of 9 clips instead, but to play 9 clips in a random order sounds like something very strange with the DVD player itself.
You might want to try authoring with a different tool and see if you get similar results. DVD Lab Pro has a 30 day fully functional free trial. www.mediachance.com