Actually, I want to use the markers from within Vegas. I find that they are really handy for locating important parts of interviews. What I want to do is be able to add markers to an interview that is compressed in the smaller directshow format rather than the larger VFW format which Vegas can render. Since these markers are part of a separate .sfl file, I thought I might be able to just create this file. Renaming it from a separate render doesn't seem to work.
With your markers on the timeline, render to the smaller file. Delete the original file from the timeline. Drag the new smaller file onto the timeline. The original markers are still there. Save As to a new .veg file. Now when you open up that new .veg file in the future you'll still have your original markers on top of the new smaller media file.
I'm still not sure I'm understanding, but if you have markers in an existing project, then just open that project in Vegas.
Then, open your new project in a second instance of Vegas.
To transfer the markers, go to the original project and open the Edit Details view. Select Markers. Click on the blank box that is at the intersection of the row and column headers. This will select the entire Markers "table." Press Ctrl-C to copy.
Finally, switch to the second instance of Vegas, and open the same Markers view and click on that same button to select the entire view (it will be empty to start with). Press Ctrl-V to paste.
It may not be "cool," but it works and is very fast.