Since V6 Vegas regards veggies as just another piece of media.
Open a Project, locate your "other" veggies and place on the timeline ( this is "nesting")as you would any other media.
If you want to EDIT that "nested" veg just right click on it and you get a drop down menu inviting you to "Edit in Vegas . . . " - first time I saw this I freaked!
Thanks so much. If I had been smart enough to look up "nesting" in the help file, I would have found this. Sometimes for us amateurs, we just don't know the nomenclature....... ;-}