Welcome to the forum.
There are two easy ways to do that.
First, mark you segment with the WAB (Work Area Bar), and Share to DV-AVI w/ 48KHz 16-bit Audio. Then, Import that into a new DV Project, add the Menus, and Burn to Disk.
Second, do a Save_As, leaving your original Project untouched. Then, Delete all but that segment. Add the Menus and Burn to DVD.
Thanks Hunt, those both make perfect sense. I really appreciate the advice!
You are most welcome. While the end result will be the same, it just depends on how one likes to work. Personally, I go with the Save_As (make sure that you do a Save_As, or Save_As_a_Copy - see this ARTICLE), but that is just how I like to work. Either will get you to the goal line.
Good luck, and happy editing,
This worked so well and was so simple even I could do it. Thanks again for