What version of Vegas are you using?

What you need to do is to set up a number of sub buses that are routed directly to hardware.

So, for three head phone mixes you should add three buses.

Route each of these to different audio outputs of your audio interface. Thes audio interface outputs should NOT be the same as the master bus output device/port

You take these outputs of your audio hardware and connect them to your headphone distribution amp.

You would then "send" to each of these head phone mixes.

Depending on whether you are using Vegas 8 or an ealier version you can send from stem mix buses (in Vegas 8) or from tracks.

This should get you started. Ask further questions if you need help.

Peter