1: View the first post in this thread for recording videos.
2: Record the video you want with Fraps.
3: Press the "movies" tab and click "view" to open the folder (see figure 1)
4: Now you're in the folder with the videos, watch them all and name them (it'll help for later when you're compiling your material) (see figure 2)
5: Open Sony Vegas.
6: Go to the "explorer" tab, and find the Fraps folder on your computer (see figure 3)
7: Select which clip you want to use first and drag and drop it onto the timeline. (see figure 4)
8: Use Sony Vegas' excellent "Show me how feature" at the top of the screen, for all the rest of the help you'll need in your movie making career (see figure 5)
Any more help? Have I done completely the wrong thing?