Video Course Presentation?

Im releasing a new product soon. A huge amount of videos, and pdfs. What I want to do, is have a "menu" to click through these videos. Kind of like those .exe ebooks you used to read back in the 90's, I dont need a contained video client-it can pop open a new window. I just want to streamline everything so its easy to understand how to go from point a, to point b, and so forth.

Any software suggestions, or would I have to code something like this from scratch?