Hi Krzysztof
I don’t believe that you are doing something wrong. I had the same kind of problem and so did a friend of mine when it came to rendering. My educated guess is that somehow, the Vegas software doesn’t like some of the way that certain computers will physically deal with memory. I’ve move on to a different computer, and so did my friend, and we don’t have that problem anymore. The way I found worked with the problem was that before rendering, I would make sure I had saved everything and then shut down and restarted the computer. ( Not just a re-start but a full shutdown for at least 15 seconds) Just make sure that your first step after opening Vegas is rendering. Hope it works for you.
Cheers !