Generally I find most downloads are either a compilation of files when the person chose "files" as the option during the process.
That or it comes as a form of image file.
If it's vob files, then you need to burn as a collection of files that is recognized as dvd compliant.
Usually in Nero you are given a choice early on in the pre burn set up to select DVD Video as the mode you wish to burn.
From there its a matter of selecting all the files in the folder where the video actually is. Then burning that collection.
Keep in mind, if you already have vob files, you have already "decrypted" the files.
If you need another straight forward program to compile the project, DVD shrink is a good choice. Because it has a menu choice where you select the files rather than a disc image. From there you select full back up. It's a fairly good program, and if you don't really need compressing it will just burn to the disc without further shrinking.
Remember, if you have vob files, you don't have an "image" and thus programs that function with "images" are not relevant.
Vobs are files, not images.