What you have are probably the dumped contents of cartridges. VIC-20 carts frequently had two 8K ROMs in them, which were mapped to $6000 and $a000 in the VIC's memory map.
What you need to do is make sure you have the VIC-20's memory fully expanded (32K), so that there is RAM in the area where the files are loaded.
Turn off true drive emulation and set drive 8 to use a directory in you filesystem instead of a disk image. Put the .prg files in that directory.
Load the first part with LOAD"<FILE1>",8,1.
Enter the command NEW.
Load the second part with LOAD"<FILE2>",8,1.
Do a soft reset of the VIC-20 emulator (alt-r). The game should start.
If you want to you can use StarCommander or c1541 (comes with VICE) to put the files in a disk image so you can attach that instead of using the filesystem. The procedure for loading will be the same.
This is not a fault of VICE. Loading these games on a real VIC-20 is done the same way.
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Bacon
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Das rubbernecken Sichtseeren keepen das cotton-pickenen Hands in die Pockets muss; relaxen und watschen die Blinkenlichten.