If you still want the solution then I can tell…
The problem is not with hardware or sony vegas. Your Windwos Terminal Services is disabled.
To enable it go to Start > Run > services.msc
Not at the right panel look for “Terminal Services”. Right click on it then click properties. Now see the “Service Status” if its “Stopped” then Click start. If you cannot click on start then click on startup type drop down list and select “Automatic” then restart your computer. And its done!
I was having similar problem then I enabled Terminal Services and vegas stopped giving this error message.
Thanks