Strange. Don't know if I'm reading this wrong: http://help.adobe.com/en_US/encore/cs/using/WSf01dbd23413dda0e-3ea68760123ebe30b7c-7fff.ht ml or the example pic they provided is incorrect, but it appears the page tags are in perentheses.
So instead of just "#5 scenes 4" maybe try "(#5) scenes 4" and that would work?
And in my experience (which may be the completely incorrect way), I wasn't quite sure how to do the background images to the popup menu to begin with, so I simply put the background images into the button folder. So instead of having a folder called "(+) BG1" with the background image, just put that same image in the "(+) settings p0" folder.
Hopefully some of this will help?