What model do you have, and do you have the latest firmware update installed on the player?
Also, have you tried to push the Title Menu button on the remote that would take you to the discs menu? In some cases, that may help you get to the disc's play menu.
I got "It's Complicated" on Blu Ray and while the preview clips loop and loop and loop forever, the menu, which works beautifully on my Windows 7 equipped computer, don't show up on my dvd player. Any ideas about this?