Do NOT use CPX-MenuX, which is basically a rip of the M$ demo system menu. Media X Menu is a directly compatible replacement, and you can use one of several ISO builders (Like Craxtion) to properly configure and layout your DVD-R (Go to the DVD-R forum for details on those)
There is a random bug with MenuX that causes some menu entries to not work. Early on, I encountered this, and set about creating a replacement. MXM was the result (first it was a disk menu program, later a dashboard). MenuX does NOT work on the HD.
People say that MXM 0.9n.5 works nicely for DVD-R menus (Current release is 0.9n.6), and the NEXT release I will optimize for DVD-R menus once again.
As for where to put the files, the instructions are very clear, but as I said, use Craxtion of some other compilation builder app.
