- Try the disks in another DVD player (preferable one of a similar type/brand) and test the disks...

- Try another DVD in your player and see if you get similar results with the chapter settings

- clean the discs (sure they are new, but do it anyways) and try them in your DVD player again...

If one of these doesn't yield the source of the problem or the solution, then maybe God just plain doesn't like you, and doesn't want you to watch the Trilogy.