Rafa,
AVI is a container to put video from several different compressors, (movie camera, screen recorder, 3d program, etc.) These movies can be decompressed with an application such as a media player or editing program.
Vegas is a platform intended to edit videos and must first decompress the AVI it is given. DIVX is a codec made to deliver video. It was not intended to be a two-way street. If you could capture your video using a more edit friendly video codec, Vegas would be much more able to properly handle your files.
Some people think Vegas should be able to work with all video files. Sometimes it is like putting diesel fuel in a regular gas car. Both of them burn but only in the right machine.
I suggest you fine a new codec to record your videos. I don’t have screen capture experience, so I cannot help you there.
Good luck,
Jeff
2-Xeon X5680 @ 3.33 MSI Mobo 48GB DDR3 GTX 580 3072MB 16TB Attached Storage Win7 Vegas 11 x64