First (in Premiere Pro CS4), click on File>Adobe Dynamic Link>Send to Encore. This is one of the nice features of a Suite of software. Each one of the Adobe programs works so well with the others. They've really done a great job on making this happen.
When Encore starts, you can accept the defaults, clicking OK on the pop-up menu.
Then, click on File>Build>Disc.
Then, click the Build button in the dialog box.
In this way, you can send your Premiere Pro timeline out to DVD with minimal fuss. Once the DVD is built, it should simply play when inserted into a standard DVD player. If you are having troubling mastering the menus and titles in Encore, do your titles in Premeiere Pro and use this method to get the project on DVD - saving time and stress.