Chapter markers are used to break up a single video clip file into what appears to the user as separate selections, by defining multiple entry points into the same clip. Each button created by the "Insert scene selection menu" context menu item will be a link to a different start point in your file. You indicate to the routine that creates the scene selection menu where you would like these start points by using chapter markers in the original clip. You can later change this start point by double clicking on the button for the scene to bring up the timeline and sliding the Start marker to a new location. Changing the in point with "Set In Point" has a similiar effect in that the start point must be at or after the in point.

The simple explanation of the technique I described is to use the Set in and Set out point yellow markers to restrict the video that can be played by that button to what is between the in and out points, which can be set anywhere in the file.

Now a little less simple explanation:
When you click on the menu button for a scene, you will jump to where the start marker for that button was set (set to the chapter marker for that button by default). The player will then play the video from that point, stopping at the point defined by the Out point marker, at which time it will either return to the main menu or the scene selection menu depending on whether or not you have the "Enable go up buttons" item in the preferences set. Remember this must be selected to have it go back to the scene selection menu, otherwise it goes back to the main menu.

By default the Out point marker is set to the very end of the file, this is why it does not stop playing at the end of the current chapter, it is told to play all the way to the end of the last chapter by default. If you set the Out point to the end of the current chapter, then it will play the one chapter only and end.

Technically, the Out point marker is an End Action marker, if the "Enable go up button" item is set, DVDA will insert the Return to last menu end action at that point, if not set, it inserts the Stop end action at that point. There are many other end actions available in the DVD spec, like one to replay the chapter, one to jump to a new location, etc, but these two end actions, return and stop, are the only two DVDA allows you to set.

I hope this helps. You did not say in your post exactly how it is not working. If it is still not clear, tell me what you are experiencing and I might be able to be more specific. Lately I have only been to the boards once or twice a week, so I might not get back to you for a few days, but I will get back to you!