Here’s a tutorial that covers just that topic. The Frameserver is a good option for going from Vegas to pI, it takes up the least amount of disk space.
Are they on the same layer as the emitter? That would be the most likely problem. Otherwise it could be that they aren’t active at the time the particles are passing through them. If you place an object on the stage at frame 50, it’ll only become active at frame 50.
Most video cards are marketed toward gamers, so it’s possible that you’d find them listed that way. This seems to be the most recent drivers for the ATI cards, you can poke around that site to be sure.