no seriously bro, Vegas help files are really helpful..
but to answer ur q..
open up your effects area... click on teh lil green tab once uve set ur effects or if its already open, open up the filter packages folder.. on the right here u will see "save as' "remove" "ok" cancel etc etc etc
jsut click on save as... and call it what u will...
hit ok, and vola.. theres ur package...
u can bring these up anytime u click the effects tab or u can view your "plugin Manager" as a seperate box and do a "La Premiere" and click and drag these chains straight onto the clip without having to go into the filters and click here and there and all over teh joint..
A further point, saving a filter package also saves the current settings of the fxs. But if you set new default track properties (rightclick the track head) the current fxs will be enabled each time you create a new track BUT they will be in their default setting, not the setting they had when you saved them.
Tor