Hello, BandGman,
There is a method for doing this, it involves using the facility in the Create Disc part of your PD15 where you select the function "Play Selected Title And Return To Menu". Starting with the material for 1996, it may be an idea to group all this content together and make one "movie" out of it, likewise the content for 1997, 1998 and 1999. These will be the "titles" that you select in the menu.
When you import these "movies" into the "Create Disc" part of Power Director, there is provision for you to add chapters to each, so that each "movie" has its own set of chapters. This is a sub-menu that applies to each individual movie. I think you'll find it fairly easy to work out as you go along, and I add that this feature has been part of Power Director since Version 8, I stumbled across it by chance when I got that version a couple of years ago, and when I saw it, I had one of those "light bulb moments"(in cartoons when a character gets an idea, a lighted bulb is drawn over the character's head). I said to myself, "yeah, that's for me!" And I've been using the feayure ever since. So have a play around with it, do some experimentation and see what you come up with.
Cheers!
Neil.