Tell Vegas which audio editor you prefer by going to Options>Preferences>and click the Audio Tab. It is there you will be able to direct Vegas to your audio editor.
Thank's for your answer,
I'm using Cool Edit Pro as audio editor,
but when open the audio file,
it opens the entire time the complete .avi
file, which won't play of course.
So, my next question is how to I only open an
audio file (.wav or .mp3)?