I have PrE7/PSE7 and would like to create a dvd where upon insertion it will play a short intro clip before it goes to the main menu. I made a couple trials and wasn't able to make it work.
A Play First, that precedes the Main Menu, is not possible in PrE. One needs to use another authoring program, like Adobe Encore, which from CS3, has only shipped with PrPro, or Sony's DVD Architect. PrE has certain limitations.
I use DVD Architect Studio to supplement Premiere Elements, per Bill's post. (I use Premiere Elements for editing the video, then I output an MPEG of the final piece and author the DVD menus in DVD Architect.)
As Bill says, you can easily put a video clip before your main menu (and even between your menus!) with DVD Architect Studio, which sells for $39, if you download it from the Sony Creative Software site.
I've written a book on the program. But, if you'd like to see how it works, you can check out my free Basic Training with DVD Architect tutorials on videomaker support site http://Muvipix.com. Just type "DVD Architect" in the product search box on the home page.