You can set VLC as your default movie player for VIDEO_TS files in DVDpedia. Check out this page of the Help file to find out how.
For all other files (.avi, .mov, etc.) set the default application, i.e. VLC, in the Finder. Just select any of your movie files and choose 'Get Info' from the File menu. In the window that appears under 'Open With' select VLC and press the 'Change All' button to apply this to all files with the same extension.