rarangof,

Basically you need to have a project with two movies. Open the first one and then, when you try to open the second, choose add to current project. Multiple movies will appear as tabs above the timeline (in MEP 2013). If you can see both on the timeline at the same time you have combined them into one big movie which can only be divided as chapters

The following has more detail on movie vs chapter menus: http://www.magix.info/us/how-to-you-go-to-submenu-without-going-straight.knowledge.926628.html

Regards,

Carl