The page breaks shouldn't be automatically happening in such a menu. Are you wanting them?
You want something like this for your first menu:
Book 1
Book 2
Book 3
Book 4
don't you? Where do the page breaks come into it? It will jump to a new page if you link to a different section for each book.
For the sake of the epub index, use <h2> down to <h6> for the various books and chapters. Maybe <h2> as book level, <h3> for the various chapters, and <h4> for breakdowns below that.
That way you can automatically generate such a menu with just a mouse click.
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