Как и в премиер cs2 rename files to .mpg.
1. Rename your files\change extentions in win explorer or Total Commander, or Far.
2. MPG is not editing format at all. Use for example DV avi for editing. However mpg file must have a audio streem.
...recommended to use Mpeg Video Wizard DVD soft for VOB editing....lovly progs =).
...Use Virtual DUB Mpeg for extract the wave from your vob files and import that sound in Premier, warning with syncro.