Woo hoo...
Ok here's the deal.
If you want a REALLY easy way to add chapters to a regular single video file, the thing to do is to create chapters in a MKV file. MKV (names after russian dolls, matroshka) play with most video players, and VLC player has a Chapter sub menu in Playback which gives you a list of your chapters, easy to choose!
1/ download
http://www.videohelp.com/tools/MKVtoolnix for pc linux or even mac
2/ choose your MP4 file rendered from Premiere / Media Encoder as your input file
3/ go to the Chapter Editor menu, choose New Chapters
4/ go to the Chapter Editor tab, click to Add Chapter
5/ enter start code for that chapter in the 00:00:00.000 format (last 3 digits are miliseconds, so ignore if you like, ie leave them as 000)
6/ name each chapter descriptively
7/ go to chapter editor menu, Save the chapter AS
8/ go to Global tab and browse to find Chapter File you just created
9/ press Start Muxing... and a few seconds later, DONE!
Use vlc player, and see your chapters listed in the Playback > Chapters menu.
Wonderful!!!!
