With mix-and-match, you select one section, it plays, then returns to the mix-and-match menu, where you can select another section, and so on, and so on.
In the BB series only, there is a "Workout blender" option that allows you to chose up to 4 (?) segments, to play in order.
Some people had problems with the BB DVD's not playing well, and IMO, it may have been due to the WB, to the music louder/no music etc. , excessive chapters, or a combination of all of those features, so SNM backed down a bit on features for the HC series.