Along with the VOB's, you'll need the .BUP files and the .IFO files that should accompany the VOB files. An ISO is an image of a disc; kind of like an exact copy saved in one file. ISO files must be burned with software capable of writing images; Nero is good. You can also use IMGBurn, CDBurnerXP Pro3, FinalBurner, and many other freeware tools are available for burning ISO images.
As for the VOB's, use Nero and choose 'Burn DVD Video Files' and when the Add Files window opens, drag the folder named 'VIDEO_TS' into the window and click Next and burn it. If you don't have the VIDEO_TS folder, create one, and put all the VOB's, IFO's, and BUP's into it, then use Nero to burn it.....