With two instances of Vegas open at the same time, one project in each, you can try selecting everything on the timeline in the second project, copying, and then pasting at the end of the first project.
This usually works pretty well, but keep in mind that only event-level information is copied. None of the track level settings or effects will be copied over. Assuming you have all the tracks set up the same in both projects this won't be much of a problem. However, if your track setups differ between the two projects then this probably won't be very successful.