To make a play all button
The easiest way:
Click ADD MOVIE
Navigate to your file.
Hold down the Control key and click on each file.
Click Add button
This puts all the files under one button. If they aren't in the correct order, you can click on EDIT MOVIE. In the storyboard mode, just drag the panels in the correct order. Click BACK TO MENU
Rename the button PLAY ALL
Select the button and copy to clipboard
Move the button slightly
Paste back the clipboard
Move this button and rename SELECT MOVIE (or whatever)
Right click on it and EDIT CHAPTER
Put a chapter mark where the begining of each movie was.
You should have two buttons: Play ALL and Select Movie
The Select Movie button will take you to a submenu where the viewer can choose for those files you added.
Courtesy of Gary Russel (Guru)