There's probably a simple answer to this. When you print direct to dvd with the vob option, it seems the dvd isn't playable in a regular dvd player. If this is too simple a problem I won't be offended if nobody responds.
What do you do next after creating the VOB? There is more to authoring a DVD than creating these files and burning them onto a disk as a data file.
I personally don't use this "feature" at all -- it is worthless to me. I output MPEG2 video streams with PCM audio, and then let the DVD authoring software I use (Ulead DVD Moviefactory) create the menu and transcode the PCM audio to AC-3.
I personally had no problems with PCE so far, just exported via PCE, did the right settings and burnt the DVD just after Encoding(well, if i need no menue and so on..), i also kept the source and re-burnt this via NERO...no problem to play on DVD-players...
Just had the problem that NERO made me trouble with some other DVD-content i didnt create myself, it wouldnt play on my DVD-Player, but my PC...strange anyway...!