Lost Audio

I'm trying to convert a .VOB file from a DVD into a .MPG file (the reason why
is long and tedious so I won't go into it). I found that I could open the
..VOB in NeroVision Express 2, so I assumed that I could just "create a movie"
in .MPG, and it worked, and created a .MPG file, except I lost the audio. So
I returned to Nero, and the audio does not seem to exist when I play the .VOB
within the software.
Am I doing something wrong, or is there a problem with NeroVision Express?