Nest the sequences into one master sequence in Premiere Pro, then export using an MPEG2-DVD preset.
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If you truly want one movie in Encore, do what Jim suggests. If you don't mind a slight pause between your ten movies when played one after the other (e.g. if you already have a fade out/in), you can also add each separately (10 timelines) in Encore. The play all would be a playlist; eacho f the separate timelines would be your chapter plays.
A down side of the latter method is you cannot use the previous chapter button on a remote to go back to a previous chapter, even in the play all playlist.
Thanks guys. I will nest the sequences in PPro. I remember now that in the past I did separate sequences as Stan mentioned, and the pause was too long for my prefences. I had forgotten that.