If the media is present on the system already, you can import a CMX 3600 edl from Premiere. This can be a sketchy proposition so expect a little experimenting, but I have done it myself. A little cleanup once the media is on the timeline may be required (depends on the project and the edl formatting). It is currently IMPOSSIBLE to open a CMX edl in Vegas and then recapture if the media was not on the machine when you imported the edl.