Are they both in one project?

Is the marker at the end of the first chapter a end marker or the start marker for chapter 2?

Here is how I do mine, since logically I need to see things work in my head even if the software can do things better than my brain.

I simply make a project for each chapter.

Let's say I went on a trip for a wedding, and I decided to make a slide show.. Of course the Wedding is the main event, so all the photos of the wedding are going to be in one project. But, lets say there was a reception party, and a after the wedding party party. I then can have a separate project for each of those... now I have three projects... but wait, there is more.

Since the wedding was in a place I haven't been, I took pictures of the surrounding area, so there is another project.

Now, once I have all four projects done, I will then open the first project I want to start the slide show... personally I have a intro slide who project that I use for all these, its a basic small slide show of me, where I live, my contact information so where I send this disk too, they can get a hold of me.

Now that this first project is open, I go to load each other project. This will prompt me with a message asking if I want to close the current project or add new project... I want to add new project now I have separate projects five projects and when I click on the burn mode, each of my projects are now a chapter...

To me, that is easy, and painless.

Now, for your issue at hand, I would make sure that the markers are set properly.