Not sure why you're seeing the clip jumps (do you see them when you play in iMovie too?) but in the iMovie preferences, you can turn off "start new clip at each scene" or something like that. This will let you import the whole thing as one big clip. Then export to iDVD.
As for the scene markers, you can' t do that in iDVD yet (I'd bet they'll add it to iDVD 3 though). You'll need DVD Studio Pro to do chapter marks and other fancy stuff. One way to fake it in iDVD is to have the whole movie PLUS separate movies of smaller pieces of the same movie. You can then add a menu of smaller scenes to your DVD (the rehearsal, the kiss, whatever).
The problem is, you are duplicating this footage, so you might run out of room on your dvd.