That function is not available in Premiere Elements.
This is the reason many Premiere Elements users supplement the program with a dedicated DVD authoring program like DVD Architect Studio (a $39 download from Sony). It's a very simple to use but very powerful program.
For more information on it, check out some of my free demo tutorials at http://Muvipix.com/dvdas5.php.
Is your DVD Architect Studio guide available in the UK?
No, but if you drop me a private message I can have a copy shipped to you.