Switch on background rendering if you haven't got it on. Let all the green slices render to orange and then preview. If you are still getting problens, then I'd suggest you do a test render to an mpeg-2 file before you do any more work.
Everything on the timeline is 'orange' also. I was able to generate a movie TS file successfully, and write out to a DVD. It played the Montage sequences fine. except for some other glitches that I believe are program glitches (I need to experiment a bit with these)