You're better off re-shooting this with better lighting. For greenscreen purposes it's recommended to light the greenscreen evenly. Light your subject with different lights and keep their distance from the screen as much as possible. This will yield better results.
What David said is usually what works best in Vegas.
Jgastelb
As John Hudson said, I would use the Sony Levels FX while watching your Waveform Monitor to get more dynamic range in the shot. Then I would do as David said and use the Secondary Color Corrector to make the green screen even and add Chroma Blur before the Chroma Keyer to smooth the key out. Your subject is transparent because you didn't adjust the High Threshold on the Chroma Keyer. You want to show the mask and fine tune with the mask on. Then turn it off to check your work. The mask should be solid black and white with no gray.