As before, it depends on the program you're using. I personally use either Adobe Encore or DVD Studio Pro (part of the Final Cut Studio package).

You'll need to make a different menu for every section (i.e., one main menu with the options "Play," "Chapters," "Subtitles/Audio," "Extras;" a few menus for chapters, with "next," "previous," and "main menu" buttons on each; a menu for subtitles/audio; and a menu for extras), and link them all together through the buttons on each menu.

Be sure to have a link back to the main menu for each other menu page, otherwise navigation will be a bitch.