[James Thomas] "I would like to know what file to "save as" the final project in to burn to a dvd, for transfer to beta sp without losing the closed captioning signal for broadcast."
Vegas Pro supports closed captioning embedded in XDCAM HD/XDCAM HD422 MXF and MPEG-2 files. DVD doesn't support closed captioning so unless you are just using the physical DVD as a data medium, you won't get closed captioning preserved.
I would ask the house that's transferring to Beta SP what formats they support. Vegas can export a Scenarist .scc file with the captions and as long as the transfer house has the ability to read this file in (most should) you should be OK with any format.
~jr
http://www.johnrofrano.com
http://www.vasst.com 
