Okay, now I REALLY feel foolish.  I just realized that the VIDEO_TS.VOB file, is in fact a .VOB file.  If I would have changed that to an .mpg file the same as the others, I would have been able to import them no matter what import method I used.  At any rate, now I know that it is not just the VTS_01_X.VOB files that need to be changed to .mpg.