I wouldn't try to work with each of the four VOB files in Subtitle Workshop.
If you still have access to the original DVD then I think the easiest thing would be to re-rip the DVD but just tell Shrink not to split it into 1 GB VOB files. Edit, Preferences, Output Files, then uncheck "Split VOB files into 1 GB size chunks". Then you would have 1 VOB of the movie that you could load into Subtitle Workshop.
If you don't have access to the original DVD, but only the four separate VOB files that Shrink ripped, then I think the best thing is to join all the 4 VOB files together into one, then load that one VOB file into Subtitle Workshop to create a subtitle file.
For example, to make 1 VOB file from 4 indivdidual VOB files:
Start, Run, Cmd (to open a DOS window)
cd \myVOBs ("myVOBs" is the directory where your VOB files are)
copy /b vts_01_1.vob + vts_01_2.vob + vts_01_3.vob + vts_01_4.vob new.vob
New.vob is now one VOB file of the whole movie which you can load into Subtitle Workshop to work with the timiings and create a subtitle file.
I have a simmilar problem, yet im an almost total newbie so i need to start earlier in the process:
I have a DVD (split into several VOBs), and i want to add Slovenian subtitles to the DVD, which i have in srt or sub format. Is there a guide how to do that? if yes id appreciate a link, if no...please help