DVD STOPS AT THE END OF EACH SCENE, ONTO MAIN MENU.

Ok so i got this 'the nightmare on elm street dvd 1-7 box set' and on each of the discs they stop at the end of each scene... i dont understand cos when i rented the nightmare on elm street 5 before i got the box set, it did the SAME thing started playing they at the end of each scene restarts onto the main menu.... is it the dvds dont like my dvd player or my dvd dont like the dvds.. my dvd player works fine with everything else.
Please help in any way possible, oh and the box set is region 2 just like ma dvd incase you think it cud be that.
Thank you.