Yes, on the Mix and Match, you choose the first section you want to do, it plays, then returns to the Mix and Match menu, where you can choose another section (or redo the section you just did).
FYI: If you have a programmable DVD player, you can also make a mix that doesn't return to this menu. You can find out what the different titles and chapters are on a workout by pressing the "display" button (it may be called something else on your remote) on a programmable player, and the display will show something like "title: 1, chapter: 3." Take note of these, and then you can pre=program a workout with no pauses.