can "see" the HDV file on my desktop, but I can't see the HDV file on my desktop, unless I'm using one of those media programs. It's totally invisible.
Are you sure that the file is actually on your desktop? Once in Vegas, are you seeing it in explorer or media manager? What you're describing doesn't sound possible unless this is an anomaly specific to HD (I don't work with HD).
Also, if your desktop is extended across more than one display, it may be on the other display's desktop (second monitor turned off, a window covering the second desktop where the HDV file is)