Thanks for the link to the instructions. It turned out that the CD didn’t work on the old firmware version, either. So, I reloaded one that I knew for sure used to work, and *that* didn’t work, either. It turns out that I needed to turn “Ch. Mode” to “On” in the Settings menu for Audiobooks in order to navigate tracks the way I wanted to.
When I put the new version of the firmware back on (since that wasn’t the problem) the “Ch. Mode” automagically turned itself off again. I set it back on and everything is working.