Chapter playlists weren’t introduced until Encore 2.0.
The only way to do this in Encore 1.0 is to have a separate timeline for every chapter, and then set the timeline end action to the menu you want.
A small word of advice: Since Encore CS4 has just been released, you may want to consider upgrading your five year old version of Encore, which was released in 2003 (ancient, in computer software years).