Have you installed the DVD Menu Plug in
http://www.steve-jones.pwp.blueyonder.c ... lug_in.zip
If so I strongly suggest it is a powerful addition to the Menu Creation tools you have at hand.
After installing the plug in it is found under the effects Menu

Although there is only the option to create a DVD Menu for DVD Workshop 2, it will work with MF4 / VS9 / PS4 just the same.

You can now assign object names by selecting them in the object list (Top right)
Then in Object Class select what an object is plus the color mapping settings.
In the sample below you will also see that I have chosen to include a background video.

The final tab review and export� will confirm that all objects have been correctly named. You can also click the objects on a preview screen to ensure they highlight as required.
You will also find a user guide in PDF format at
C:\\Program Files\\Ulead Systems\\Ulead PhotoImpact 11\\plugin\\MDT\\MDT2.pdf
After installing the plug in from my zip file.