Re: Skipping ahead during playback

Create a script with this line:
vegasApp.Transport.CursorPosition = Timecode.FromMilliseconds( vegasApp.Transport.CursorPosition.ToMilliseconds() + 5000 );

You could make a second script that used "- 5000" to move back. Change the 5000 to another millisecond value if you need a different sized jump.

As far as running it, one of:
(a) Place it in a folder of your choosing and use Ctrl-Shift-S, then pick it from the list of scripts.
(b) Put it in the Vegas Script folder ([userName]/Documents/Vegas Script Menu)
(c) Or add item (b) into the Vegas Toolbar via Options, Customize Toolbar ... but note you'll get a truly generic icon in the toolbar. "Mouse hover" does reveal the script name as a tooltip though.