I placed the cursor in the timeline where I wanted a chapter marker to be placed. I pressed “M” – that set the marker; then I pressed “M” again, which brought up the dialogue about the kind of marker I wanted: from this “Edit Marker” dialogue I selected “Add Chapter Marker”.
From File menu I selected “Export” “QuickTime Movie”; from the subsequent “Save” dialogue I selected “DVD Studio Pro Markers” (at other times I had selected “Chapter Markers” – neither worked when it came to looking at the movie in IDVD.)
I did NOT put a marker at the beginning of the sequence – might that be the cause of the problem?