OK so not sure where we're going wrong but let's just start at: you've got your menus setup and you've got a track with your chapters set. (Make sure you've got the Outline view tab selected.)
1. Click Add Story
2. Double click Story 1
3. Under the viewer you will see two windows: Track Markers and Story Markers
4. Drag Chapter 1 (the Video 1 chapter) over to the Story Markers box.
5. Click on Story 1 again
6. In the inspector window it should say Story 1
7. Near the bottom under Remote Control there is a drop down menu next to where it says Menu:
8. Select the Drop down menu and navigate to the menu that has the button for this video track and select that button.
9. Now do the same thing where it says End Jump: (If you want it to do the same thing when the video is done playing as when you hit menu)
10. The story for video 1 is ready.
11. Double click the menu that has the button for video 1 on it.
12. Select the button for video 1.
13. In the inspector window where it says Target: select the dropdown menu.
14. Navigate to Tracks and Stories > Track 1::Story 1 > [Story]
15. Repeat for the rest of the videos.
16. For your play all button create a story and add all the chapters in the order you want them played.
17. Select Help > DVD Studio Pro User Manual.
18. Read.