If you would be using BS.Player-Pro only one file would be shown through
rightclick > Open DVD > Open from directory ...... VIDEO_TS ... , i.e. VIDEO_TS.IFO
so apparently you're using Free version.
In Free version you can add all files VTS_01_1.VOB, VTS_01_02.VOB, etc to BS.Player's playlist, e.g. by selecting "Open directory" instead of "Open DVD"
(or from within playlist itself: rightclick > "Add directory" ) and then the entire DVD will play in the order of the files as shown in the playlist, similar as e.g. a two files avi-movie.