Ok, you've got Track FX, Media FX, and Event FX.  Keyframing on Track FX is easy to see - it's right down there at the bottom of the dialog, and even along the bottom of the track.  Media FX doesn't have keyframing, so there's no confusion there.  What does confuse me, however, is event FX.  Why?  Because when I move the play thingy (cursor?), the values in the dialog change as if keyframed, but I see nothing in the bottom of the dialog to suggest where the keyframes are (like in the case of Track FX).  Is there supposed to be keyframing in Event FX?  Am I supposed to see them in the dialog?  What's going on?
P.S. I'm using vegas pro 8.0b