You have reported that Vegas cannot open a file and have not told us nothing about that file. A report from the free MediaInfo utility would be useful.
Also tell us your Vegas version.
Vegas does not use installable codecs, except for AVI (Video for Windows, VfW) files. Typically K-lite only installs DirectShow files, which Vegas cannot use. The K-lite Mega version does install VfW codecs, but that only affects AVI files.
Quicktime (MOV) files can use installable codecs. Quicktime is its own world and if you are missing a codec for QT MOV files then you need a Quicktime codec.
Uninstall K-Lite, and pray that it goes away.
Uninstall/Reinstall Vegas, and pray that K-Lite didn't leave junk in your registry.
With files that won't open, for goodness' sake post the MediaInfo readouts here, and we'll help you find the right codec.
You don't want to use a shotgun to do the job of a rifle. ;?(