If you mean on a DVD, place each of the scenes, one after another, on your timeline.
Put a DVD Menu Marker at the beginning of each, and a DVD Stop Marker at the end of each. Each time the DVD player reaches a Stop Marker, it will return your viewer to the main menu.
But then will I not be able to see the entire movie?
That's true. In Premiere Elements, you can have it one way or the other. Not both.
That's why I (and many others) do my video editing in Premiere Elements but author my DVDs with another program, like DVD Architect Studio (a steal at $39).
In fact, I've even written a book on it! The book, as well as several tutorials, can be found on Premiere Elements support site http://Muvipix.com. Just type "DVD Architect" in the product search box and you'll be able to watch some Basic Training tutorials that will show you how the program works.
You'll also find a number of books, articles, tutorials and other supporting media available on Muvipix.com! It's a great little community of videomakers!
Thanks, but what do you recommend for the Mac platform?
Unfortunately, the nature of the Mac world is that there is a narrower variety of software and it costs more.
Among non-pro (under $500) software, the only apps I'm aware of are iDVD and Toast. Toast costs about $80 and comes highly recommended -- though I don't know enough about it to offer any real technical guidance. Sorry.