Im not sure exactly what version of nero you use, but earlier versions would show you the video_ts and audio_ts folder when you select the video dvd option. In these versions just drop the vob files into the video_ts folders. In the later versions it seems to default to adding the files into the video ts folder.
basically, if you are dragging the vob files into nero, as long as you are selecting the video dvd option. if everything is burning correctly you're problem with the menus is probably then caused by what ADigitalMan referred to in his post.
What does the folder view of your burnt dvd look like? Does your resulting dvd play in a stand alone dvd player? and if it does, does the movie start up right away when you put it in the dvd player? if it does try hitting the menu button on your dvd players remote and see if it brings up the menu or hit the audio button and see if it switches to the dark side of the moon synch.
hope this helps
-Darth Simon