I have 5 short video files (all wmv files approx 4 minutes each)
I've burnt them to a DVD

I play the DVD and as expected I can see my 5 titles and using my handheld remote control I can select any title to play

BUT, regardless of which one I select, after it's played it then carries on straight into the next video (apart from if I select the last one and then it returns back to the menu)...

This is the first DVD I've done but I was expecting the DVD to play each 4 minute video individually and return back to the menu...

Is this just how DVDs work... ?

(Using Nero 6 Nero Vision Express 3 to burn DVDs)