Well, since you have multiple tracks, the simplest way is to put the effects on one track and only put the clips you want effected on that track.

Alternatively, if you've already put effects on one clip: select that clip and Ctrl-C to copy. Now select all the other clips you want effected, right-mouse-button click on one of them, and from the popup menu choose Paste Event Attributes. (Note, i'm not sure which version of Vegas Studio got this feature. If you're using an older version it might not be available.)