Restart your computer. When your computer boots up the codec will be installed and you will be able to view VOB files while using this software. Search your hard drive for the VOB file you want to play in Windows Media Player 11. Right-click the file and select Open With from the context menu.Select Window Media Player 11 and click Apply.. This will open the file directly into Window Media Player 11 every time your click on it.earch your hard drive for the VOB file you want to play in Windows Media Player 11. Right-click the file and select Open With from the context menu.