For some reason Windows is set up by default to hide the file extensions that it knows about. This way, "letter.doc" shows as just "letter". This is nice if you want a tidy display, but makes it hard for you to tell if "letter" is a .DOC file, or a .TXT file or even an .EXE file which will execute when you click on it. This setting also makes it impossible to change the extension which has been hidden. If you renamed "letter" above to "letter.txt" it would look like what you wanted, but it would really be "letter.txt.doc" which wouldn't help you.
If you need to rename VOB files into MPG to import them, here is what you should do.
-Make a new folder on your hard drive, and in Windows copy the VOB files to that new folder.
-To make the extensions visible, open the folder and go to the tool bar, Tools / Folder Options / View.
-in the box which opens is a setting "Hide Extensions For Known File Types". Uncheck this, and click Apply and OK.
-if you intend to do this again, click on the "Apply to All Folders" button to set and forget it.
Now rename the large vob files, example 1.mpg, 2.mpg and so on. Make sure they're in the form (filename.mpg) as the dot or period before mpg is a must! As soon as you complete the renaming, Windows should see them as Movie File (mpeg) and they should import properly.