You can capture uncompressed with the Decklink card, but you can't operate/access the card via Vegas Vidcap tool. You can also capture with various cards from Matrox, and Convergent Designs also is soon to offer SD/SDI capture.
Vegas manages uncompressed just fine. I assume you're using an SP cam/deck?
SD Connect/Convergent Designs is the way to go. The uncompressed upgrade due out soon, will be free to existing owners.
www.convergent-designs.com