One small annoyance is when you make a test render, audio file, or save a screenshot; the newly-created file is automatically added to the project. It doesn't automatically go away if you delete it from your computer, rename, or move it.

In that case, there are many, many options available to you on the toolbar or simply by right-clicking on the project media, in addition to @Dexcon's excellent solution.

@Douglass-Ray As long as you don't break the link established by VP when you import media, you should not get the message you're getting. Breaking the link means changing the location of the original media, renaming , or deleteing outside of VP. I've just taken a screen shot, which places it in the project media, but doesn't put it on the timeline. I saved the project, closed it, then re-opened it. No message, which is what I expect.

Thanks for your responses. I realize I've been sloppy in how, in mid-project, I often use the tail -end of the timeline to render, make additional changes, and re-render several times. When done, I leave the rendered clips in the render folder, where it stays until I need it; I then erase the clip on the timeline. (When I need a rendered clip, it's placed on the timeline from the render folder - the folder permanently resides in the project folder, so the link won't be broken). The render folder and sub-folders can have hundreds of clips for a large project. And, most significantly, each re-rendered clip is placed on the timeline and erased in succession, so that as many as 3 or 4 subsequent versions reside in the render folder. When work on that clip is done, to avoid clutter in the folder, I erase the previous versions, so of course Vegas can't find them. In future, I'll do all my rendering in a separate, dedicated project, and leave it open. In the meantime, I'll put up with the slight inconvenience of clicking on the notice when I open the main and subsidiary project files. Thank you for pointing out the cause -- I'd never thought it through, and now I have the solution!