Would just like to point out what I believe is a minor error in Ulead Movie Factory DVD Authoring Guide in the Author section of this site.
It says that it doesn't create 'true chapters' that can be accessed using the 'previous' and 'next' buttons on a standalone player. Also some forum posts mention this issue.

I have recently installed and started using Movie Factory and it is fine for DVD authoring (haven't tried VCD or SVCD yet). I can skip to next or previous chapters and it continues to play the remainder of the movie without skipping back to main menu.

I got this bundled with my DVD writer but I wouln't have purchased it because of what I read in the guide and in other forum posts. I guess Ulead has fixed this issue since the guide was written and I thought it worthwhile to share this information.