I am talking only about DVDs this time.
Your problem lies in MPEG-2 splitter used. It is responsible for enumerating the streams and presenting them to DirectShow applications (Media Player, BSPlayer, MPC). You need a splitter for each container format, such as AVI, Matroska, MP4 or OGG.
Here is the most compatible MPEG-2 program stream splitter I know:
http://j7n.sytes.net/temp/mpeg2dmx.rar
It is not a good idea to watch split VOBs one by one. You may end up with missing streams, streams out of sync with each other, and the transition between VOBs will never be seamless. Normal Video DVDs need software that "emulates" standard DVD player to provide navigation across the video program. MPEG-2 programs on DVDs are split into two or more files often disregarding logical chapters or titles. All parts of a single title (VTS_nn_x.vob) can be joined by appending them in a file manager.
For "proper" DVD playback with navigation on PC you can use either paid version of BSPlayer, Media Player Classic (MPC, free) or – if quality is not important and DirectShow does not work – VideoLAN Client. In all cases installation of a media splitter is not needed. BSPlayer calls some DVD function built into Windows, MPC uses its own, and VideoLAN does not use DirectShow at all.