Divx 6 has this menu fuctionality built in. I only found this because I took a bunch of my movies that was spanned over 2 x 700mb files to join them. In the windows divx player it then brings up a menu to select which part you wanna play. I'm going to try and get the codec upgraded to version 6, and then i just hope that with the wrapper and xine engine it will allow for the menu section to be displayed. somehow i doubt it, but its worth a try...
In windows, when an external video player like windows media player classic plays the divx6 file it calls an external menu app for the selection.