My menu's made in Studio9 don't work when I burn to DVD

[flameout]

I'm not sure if this is because I'm using the demo, and can't encode to mpeg-2 with the demo, or if I am doing something wrong, but the menu seems to work fine while in 'Edit' mode. I can select any chapter and it will go to that scene but after I go to 'make movie' and 'create'AVI' file, the menu just plays like any other scene when I convert to mpeg-2 using TMPGEnc and then burn to DVD. There is no clickable menu at all. The menu I make is there, but just as a scene and I can't select any chapters.

[flameout]

Since I can't encode to MPEG-2 with the demo, I decided to try to burn a VCD. Everyting seemed to burn fine, but when I played the VCD in my DVD player, the menus didn't work. It showed the 4 chapters I made, but it was just like every other part of the video. I couldn't click on the menu items to select different chapters.

While in Studio 0, and I select 'make movie', if I select the little DVD button over in the far bottom right of the preview window, the menus/chapters work just fine. They work exactly as I would like them do when I burn to disc.

Does it not work because it is the demo?