If they are .VOB files, rename them to .mpg (They are MPEG2 files).
Because if they are .VOB files, as soon as you load the 1st file, it tries to load the other .vob files
VTS_01_1.vob <--- Loading this one, loads the rest automaticly !
Also ConvertXtoDVD seems to have issues with .vob files, it doesn't always detect the proper movie time, so it seems.
I have not experimented with .vob files yet (Load a cluster of files...)