I am clearly not an expert and can only share my personal experience.

With all of the dvd scene or chapter menus I have created what happens at the end of each chapter is determined by the commands you invoke when setting up the chapter menu before dvd is created and burned.

I assume you are using software that allows to set options. I use a spiffy program from Sonic called DVDitPE - a less fancy version called MyDvd allows pretty much same authoring options.

You have five short separate video files ready for your dvd.

Open your dvd creation program and import all five files into the workspace and arrange them in the order you prefer.

Depending on how your software is setup there should be a chapter menu option menu accessed by right clicking on the file or file name or maybe in drop-down menu by clicking on project or tools.

You should be able to select what you want to happen at end of each video chapter and select at end go to next chapter or at end go to main menu.

If your software doesn't allow you to configure such simple things then you need better software.
goodluck