When I use ConvertXToDVD, I make menu-less discs.
If I REALLY want a menu, I'll "burn" the DVD folder to an ISO folder, mount the ISO as a drive with GizmoDrive (or MagiC ISO or DaemonTools), then use DVD Decrypter to decompile the disc into episodes as per the guide here:
http://www.digitalfaq.com/guides/vid...d-recorder.htm
In some cases, each VOB is just one episode (with half-hour shows, at least), so I can just copy and rename the VOB files (since they are "homemade" and not professional, meaning ONLY video+audio data, therefore renaming is okay -- unlike professional made DVDs!). I've done that for some Robonic Stooges episodes I had from a download source. Merged it with my own MPEG recordings, to make my personal hobby set.