If it doesn't, then you will presumably have a DVD with a standard DVD structure, sans menu (unless the Sony adds a rudimentary menu.)
What I would do is copy the VOBs to my harddrive, and import them into DVD-Lab. DL will join the VOBs for me. I can then put chapter breaks at specific points, and create menus for the video. When I compile the files, it will break up the VOBs again for the 2GB limit.
Mind you, unless you are using Win2000 or WinXP, you will not be able to join the VOBs due to the 2GB limit. Off the top of my head, I don't think that it is necessary to join the VOBs to begin with, but I like to be thorough.
