My mistake, I do not mean on an actual DVD player but the .AVI clip.
I want the .avi video clip to show the title, artist, and copyright info shown when played on Windows Media Player.

You can render the .AVI with a credit roll or if you're talking about the information that appears at the bottom of Windows Media Player, then you must write this information, using "Windows Movie Maker" in the properties of that software. (I believe you can download WIndows Movie Maker from Microsoft for free, if you don't already have it) I don't think this is done with Vegas for Windows Media Player but I know it can be done with 'WIndows Movie maker'. WIndows Movie Maker will make videos that you can transfer over the internet at lowered resolution that will play on WMP (and you can include that info you want.). Even the highest resolution is not that good but watchable.

PS: Just checked and Windows Movie Maker is not available for download. (at least I couldn't find it at Microsoft. Only found some app. that could be applied to it.) Windows Movie Maker should have come with your OS. If will re-make your .avi into a 'windows' based .avi (I thought .avi was windows based, but it will remake it anyway.) That new .avi will contain the info you want if you specify it in the preferences. You can go into the custom settings and re-render it at the highest possible resolution, but it's designed for internet transfer, so the resolution goes down.

First, Vegas can indeed encode to streaming formats, this is what Vegas was originally designed to do.
Second, if you want to embed copyright data, it's doable inside of those streaming formats.
When you render to Quicktime/Real/Windows Media, open the Summary Tab in your render by hitting the Custom Button in the render dialog. Here is where you'll put your author/artist/copyright information.
Further, you can also embed metatags in the stream by placing the cursor where you'd like the metatag to activate. Press the "C" key, and this will open the menu of available metatags, as well as offering you the option to create custom metatags. This is how you create Rule 508 compliant streams, which are required by Federal law if you are a government, educational agency, or a group funded by federal funds.
Vegas has AMAZING streaming tools, far better than Windows Media Encoder, even though Sony hasn't done much to update them lately.

Maybe it's just me but I find WME does a better job than Vegas, it's sure a lot harder to drive but for some reason I find I cannot get as much control over the encoder in Vegas.
One problem is getting the encoder to encode from PAL, it seems kind of stuck with 30 or 15 fps?
Hardly a big issue as WME is free (thanxs Bill).
Bob.

Bob, I encode from PAL DV and I have no problem changing the frame rate in a custom template for WMV9 from Vegas. You just type over the presets in the box. I've been setting mine to 12.5 fps for my online movies and they look nice.