I am using Sony Vegas 6.0 and DVD Architect 3.0. I can preview my video and the menus appear correctly, however, when I make the DVD and play it back on my TV, the first menu is GONE! What am I doing wrong?

Hi FCMS,
I don't use the same software as you but I do make a lot of DVDs and I've helped a lot of people with DVD menu problems.
Firstly, multi-menus are quite complicated, so if I were you I would try making a simple DVD with just one menu and a few chapters.
If that works ok then you can test with various (increasing in complexity) options until you fully undersatand the features of menu building in DVD Architect.
I always use a DVD-RW in cases like this as you can keep on overwriting it until you get it right without making loads of coasters!
HTH.
Regards.