For this answer it might be useful to understand the different "stages" of genetic information.
The very root of genetic information is DNA. A section of DNA makes up a single gene. Genes are physically represented by loci (points) on a chromosome. What's more, chromosomes can fall into two categories: allosomes and autosomes. The former are what determines your gender, they contain all of the genetic data required to form the various proteins to eventually build your reproductive organs. The latter is everything else: your hair colour, eye colour, specific enzymes, etc are all made here.
This is useful to this question because it means that each chromosome contains sperate genes to control set functions. Thus, each chromosome is part of the same set of DNA - in the sense of the same genome (the complete genetic code in a given organism).
It would then be logical to arrive to the result that, in terms of your question, chromosomes are part of the same DNA "chain". One structure cut into chunks, if you will.
Hope that helps.
EDIT: My reference is: Genetics By, B. Guttman, A. Griffiths, D. Suzuki and T. Cullis.
EDIT: Please bear in mind that each chromosome is itself it's own module.