Oh, sorry I never replied to this. If I change a file from .VOB to .MPG, I have the exact same issue. The picture is fine, but there's no sound.
And if I add them directly from the original DVD, the audio is still missing.
Yes, I realize there may be no solution, but I thought it odd no one else is having this problem. It didn't occur to me that it could be an issue with my conversion machines, but that does sort of make sense. And I guess not a lot of people still have these machines.