My DVD player is a Sony 5 disc changer and I cannot pre-program acrossed discs, only within a disc. However. You can set you DVD up so that when you move to the next DVD it automatically starts where you last started. Aquajock does this and can explain it quite well, but what you do is go to each disk and select the chapter you want. Cycle through each disc selecting the chapter you want from that disc, then go to the beginning of your w/o. When you select the next disc, it will automatically start where you ended. I have tried this and it works quite well and is actually easier than it sounds.
Good luck!