Premiere Elements 13 on what computer operating system?
Couple of scenarios...
and you get the "Missing Disc Menu Message" wanting a Yes or No answer.
You do not want a menu, so you click No.
and then your burn to choices
From what you wrote, you are not getting that pop up for opportunity to say No regarding wanting Movie Menu.
Go to Edit Menu/Preferences/General and remove the check mark next to the preference "Show all do not show again messages." OK out of there.
Go back to Publish+Share/Disc. When you get the pop up, first put a check mark next to "do not show again" in the pop up and then check No.
You should next get to Publish+Share/Disc and your choices and get an end product with no menus.
Please let us know if that worked for you for the project in progress as well as for subsequent projects provided you do not opt for do not show along with your answers in these pop ups.