The only Premiere Elements 11 product that requires a menu is the Publish+Share/webDVD.
The burn to products allow you to decide "autoplay" or with menus.
In the case of Premiere Elements 11 Expert workspace/Tools Menu/Movie Menu, you are shown disc menu choices. BUT, if the thumbnail contains a blue ban at the top right corner of the thumbnail, you need to download it
from Adobe before you can use it. Those downloads as Download Now or Download All can take a long, long time
depending on your Internet connection and the status of the Adobe Server.
If you are hung up trying for the download, then check or reset your Internet connection.
Please check out the following Adobe document. Although Premiere Elements is not mentioned
it may have applicability to your Internet connection matter.
If you want to bypass disc menus in Premiere Elements 11, then click no to this message when you go from Edit to Publish+Share
Please review the above and let me know if any or all of it targets your question.