Actually, what I do is just rename the .VOB as VTS_01-CD1.VOB, VTS_01-CD2.VOB, etc.
In this way, if you enable stacking of videos, XBMP will automatically jump from one VOB to the next.
Of course, you have no menu functions, and you will have to choose the correct audio stream for each VOB, but FF and RW work great within each VOB.