Sounds like you'll have to enter them via the "By Inserted Disc" method.

First put the disc into your computer drive.
Do what you first did to add the parent profile into your local database.
Then on that window click on the "By Inserted Disc" tab and the program will read the disc id.
If that is already in the database it'll come up.
Now if that disc is already in use for a set that you don't own (it's different that the one you have) then you have to first download that profile and once you did that create an alternate version of that same profile and then open up the parent profile and put all the disc ids as Box Set data into that.

Thanks, guys, I would think that since the disks show up in the box set area that they would automatically show as individual movies, instead of having to do all these workarounds.

Before seeing your posts I did notice that the multi-movie cases often show up in the database with the same cover but individual movie title. So far I've been adding them manually using those profiles. Or I've used individual profiles for each movie and instead of "owned". I made a category for "multi-movie" disks so I'll know to look through that shelf instead of alphabetically.