Its the method I always use because Vegas don't want to control my digital camera (Canon ZR45) from the timeline directly.

When you're done with your project and ready to render what you can do is this:

Click on File then select Render as. For file type pick AVI then either NTSC DV or PAL templace depending where you live. The project will render to a file on your hard drive. Once it is done, click on Media Pool, the camera icon, file, open the file you just rendered, click the print to tape button and the file will be copied to your camera. The time it takes to get copied to your camera is only the length of your project. So a twenty minute project only takes twenty minutes to copy. Don't confues this with rendered the file in the inital step, that always takes a long time depending on the complexity of your porject, how many filters you use, how many tracks, etc..

A bonus to this method is you got a prestine file ready to go in a different format like if you're burning a DVD. One minor trick. Do NOT render again from your project file. That's a major mistake because Vegas will start from scratch. Instead take the AVI file, start a new project and render the DVD (as a mpeg-2) and it will really fly along compared to how long it took to render the AVI. I typically get a 20 minute DVD file from using the rendering AVI file as source at about 3 to 1 ratio or in about an hour.