Hi Beakybird,
The .VOB file is the movie itself - the other 2 files are data & info files needed to run the movie.

The only program I've come across, which will run a .VOB movie on my computer is Power DVD which is a part of Medion Home Cinema.

This came ready installed on my computer but I would also be interested to learn if any other program can run them (for when I get a new computer).