How do I merge multiple vob's using avi2dvd?

Well, so far avi2dvd has been the best program I've found to far to convert a SINGLE video file to the video_ts folder, it cuts it to the right size and everything. But now I'm having a new problem.

I'm using the avi2dvd guide that I had downloaded, and it starts saying stuff about multiple files, like renaming them, however it does not say anything after that about placing multiple video files to convert them to 1 big video_ts folder. How do I go about this? I know there was a program up top for the merging of multiple files to video_ts, but the functionality of avi2dvd and it's menu creating I don't think will work, because after I create a custom menu for the file, how do I add to it? Or am I going to have to use multiple files...

Do the file names in avi2dvd have to be the same, i.e. Episode 1, Episode 2, etc? Because I've renamed them, then clicked Load, loaded Ep 1, then made the appropriate changes, then clicked load, loaded Ep 2, but how do I know that they are all loaded?