Haven't used that camera, but... do you know how to play back a tape in the camera? If so, that's the mode you need to be in for Vegas to control it. Also make sure (silly thing, but you have to check) that the tape isn't write-protected.
If you absolutely can't get it to work from Vegas' control, you can always go into options and un-select "control dv device". Then tell it to print to tape, and manually start the camera recording in VCR mode. But yes, you have all the pieces, and it will work, you just have to determine what the missing link is in the process.