EDL Convert (now under SSL as pointed out) will convert from and to just about any format. But while Vegas will export an EDL, I don't think (haven't looked recently) it will import any project formats (OMF, EDL, AAF) - esp. before v7/8.
Even Vegas 8's EDL can be problematic going to other apps (esp. if you combine mono and stereo clips on the same track, and a few other issues - i.e. it really doesn't work without converting in EDL Convert to OMF).
As Rob suggested, I don't think it will solve the issue for you, but I can check on Monday and see if there is a way - I have the latest version - email me if you don't find a solution before then.
EDL Convert is the industry standard for post audio format conversion - truly a lifesaver and timesaver. The new version, Pro-Convert, will be even better from what I hear.
Just to be clear, I didn't say I thought EDL Convert (soon to be Pro Convert) wouldn't help. In fact I assume it will help.
Vegas can import AAF. Whether AAF will contain evrything you had in the OMF, I don't know.
The other product at B&H looked like it was designed to convert an OMF into an AVI or MOV (which assumes that there's media embedded into the OMF, right?) It didn't say it could convert an OMF into an AAF or EDL.
Unfortunately, I can foresee some problems with the new version of EDLConvert (now renamed as ProConvert).
First, they have now re-written it to require a dongle, which probably means that there will no longer be a cut-down version of the software available as a demo. This used to be an excellent way of making sure that the software would do what you needed it to - the demo version would work happily on small projects (up to 15 events IIRC) so you could see what you were going to be able to do before you forked out the several hundred dollars it cost to get the full version that could be used with real projects.
Second, although there is now some information on the SSL website about SoundPro, there is no indication that they have fixed the problem that prevented you from using it with Vegas XML (aka Vegas Scripting in their terminology) files under VP8. (The way scripting deals with markers changed for VP8 but CuiBonoSoft, the original producers of EDLConvert never got round to providing a revised pair of import and export XML scripts before they sold out to SSL.)
Perhaps I'm being overly pessimistic, but I'd be reluctant to part with that kind of cash unless I could satisfy myself that it wouldn't be wasted and without a demo to convince me I wouldn't risk it.
avtransfer (unless it has changed recently) will only work with Vegas TXT EDLs, which contain only a very sketchy version of the project (no envelopes, fades, etc).
EDLConvert will work with the far richer Vegas (Scripting) XML format which contains much more detail that the TXT EDL (e.g volume & pan envelopes, markers, regions, fades, mutes, track names, etc).