Try hitting the MENU button, then selecting 'Go To'. That will bring up a list usually including: cover, chapter (or table of contents), location.... if chapter/table of contents is included, just select it. It will take you to the page(s) listing the chapters, from there you can select the chapter you want.
I get to the table of contents but when I use the center button and use the arrows to get to the short story I want, all I get are definitions of the first word. How do I "select" the story (chapter) I want?