In Final Cut Pro place your playhead where you want a marker to be added.

Click on the "m" key of the keyboard twice. The Edit Marker submenu will appear and click on Add Chapter Marker. You can name the marker something else here as well.

While your playhead is over the marker you will see this window in the Canvas Window in Final Cut Pro.

Now export your timeline as a QuickTime movie.

In the QuickTime export box, be sure to select Chapter Markers in the Marker pull down menu.

In DVD Studio Pro, import the clip with the added markers

Hello! The clip, once added to a track, will show its markers. You can now connect to various markers in the clip.