The problem with keeping the audio with your video files form the JVC Everio software has been corrected by Sony. Check your version of Vegas; if it's 9.0a, then you need to download this upgrade:

http://www.sonycreativesoftware.com/download/step1.asp?catid=2

If you have a file type other than .MOD and you're still having this problem, then the upgrade may help you bbut I don't know; I only have the problem with my .MOD files. The upgrade fixed the problem.