mpeg to mp4 conversion with no audio

So I have this DVD that I want to put on my laptop so I can watch it without having to worry about carrying around the disk.

I used WinX Copy DVD Pro to copy the DVD to an mpg (mpeg) file. This copy works and the mpeg plays without issue in VLC player.

However, the mpg file is 5GB! So I want to convert it to another format, such as mp4.

Now, the mpeg file has 4 sound tracks on it - Spanish, French, English and English Commentary (whilst playing the mpg, I can switch between them).

My problem is that when I convert the mpg to mp4 or avi, the audio always gets left out. I've tried this with WinX HD Video Convertor, and XMedia Recorder, and TenCoder. None of them copy the sound.

Am I doing something wrong, or is it a setting I'm missing?

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