How 'zactly are you trying to get the audio to play? I usually use Windows Media Player with the DivX codec installed. Most of my DivX files have MP3 audio. They all make sound when played. I can plop them on Vegas' timeline and see & hear the audio track.
I imaging there's probably a good variety of demultiplexer tools available that can separate out the audio track into it's own file.
Vegas doesn't seem to like VBR MP3 streams in some formats, particularly DivX and XVID.
If I were trying to get round this, I'd de-multiplex the audio stream from the file and then convert it to a WAV and use that version of the audio in Vegas.