I work in the XDCAM HD format, and I have the Sony PDW-U1 drive, which just got a firmware and driver update last week to allow writing clips out to Professional Disc in the drive.
Unfortunately, this doesn't work from Vegas Pro 8's XDCAM Explorer.
When I try to send a MXF clip to disc with Vegas Pro 8 I get "Unexpected Error with XDCAM device."
Anyone been able to get this to work?  
Hopefully this will be fixed in Vegas Pro 8.0c?