I’ve been using Sony Vegas/Vegas Pro for many years and have never seen this problem with either an avi or mpg file. There’s always a first, though. There are an increasing number of weird file formats out there.
I suggest you go to the Sony Vegas editor’s forum and post your question there. There’s a forum for Vegas Pro and for Movie Studio as well. There’s also a huge archive that you can search for a solution, too.
Jack
