Chapters are just the way the workout is divided up, and you can skip from chapter to chapter, or go back a chapter (the way movies on DVD's are chaptered as well). If you have a programmable DVD player, you can make your own mix of the program by selecting the chapters you want to play in any order.
the "Mix and Match" feature uses the chapters, but is not the same as the chapters. If you choose the "Mix and Match" feature, you are taken to a menu screen that lists segments of the workout (usually, but not always, corresponding to the chapters. Some mix-and-match selections are actually more than one chapter). You choose the segment you want to use first, it plays, then you are returned to the menu screen to choose another segment, it plays, then returns you to the mix-and-match menu, and so on.
Having to go back to the menu screen after each segment can make a cardio workout rather choppy, but it gives a nice break in a resistance workout.