Interestingly,I saw a short segment of that for the first time only this afternoon although I actually have the computer PC version. I suspect it is a hybrid DVD-ROM/ VIDEO
I have in the recent past dabbled with Macromedia Director to make interactive multimedia training video for work ( Doctor training in the NHS) . Prior to that I had tried different methods none of which could do all I wanted. I leaned (rather heavily :idea: ) on the expertise of my nephew who can use director having learnt in at University.
I think what you are aspiring to do goes beyond the remit of simple to intermediate dvd video authoring. The "Millionaire" DVD appears to have quite a few aspects of interactive multimedia authoring which was probably made by more than one person using elements of different software and varying expertise. I will ask my nephew if he can duplicate the "millionare" effect as we will call it but Im quite keen to see if anybody else can bring up an alternative less convoluted method of achieving what you want
Good Luck