If I understand the problem correctly, the best (and possibly only) solution might be to just extend the duration of the actual movies a little and have some buffer time at the start and end of the arrangement, even if it's just one or two seconds of complete silence or a bit of fade in and fade out time. This will be easy to implement and a hopefully effective cure to the problem with abrupt jumps when automatically going from one movie to the next one. The preview mode in the program isn't really representative here, I guess. This is really a question about playback behaviour of the actual DVD medium. Make sure to re-encode the entire project when you burn the modified version of the project to DVD. Otherwise you will just end up with the old image files being burned to disc again.

I hope this helps.