Well, as stated, .iso is what you want. This will keep the file the same and let you use the menus.
The easiest way to do this is with Imgburn (freeware), if like you say, you have a lot of movies this will take a while to do. But in the end you’ll have a single file that plays the same as the original.
Just so you know and before it gets asked, and .iso is basically just a uncompressed zip file. So your file is not re-encoded, your just changing the container.
