You need to make a little adjustment in Windows.  Windows simply sees a *.veg file, and it has been told previously that .veg files should be opened in Movie Studio 13.  You have to tell Windows to use Movie Studio 15 instead.

Browse to a *.veg file and right click on it, then click "Open With...".  In the fly-out window, go all the way to the bottom and click "Choose default program...".  Make sure the "Always use..." box is ticked, then click on the Browse button, then browse to your Movie Studio 15 .exe file and select it. 

(Note: I don't know the exact details as far as folder names and program names because I don't have Movie Studio.  Oh... and I'm using Windows 7, your Windows version might be slightly different.)

Anyway, be aware that once you redirect .veg files to be opened by Movie Studio 15, your old .veg files will be opened by 15 as well.  If you load them into 15 and save them, you won't be able to open them in 13.