I have vegas 3...the chroma key effect works well and the geen background becomes invisible. The problem is that the object infron or the green screen is semi-transparent so you can see some of the background through it. How do I make it opaque?

There is a tradeoff between knocking out all of the background and producing transparency in the subject. You may find that if you make the subject un-transparent, your background returns, and vice-versa

My feeling is that you should
1) Using the brightness and contrast filter, increase the brightness and contrast a bit unless you had a perfectly light subject and background to make the background as vivid and uniform and the subject as un-shadowy as possible.
2) Then on the chroma keyer, first use the colour picker to pick a colour in the background that reduces the background as much as possible.
3) Increase the High Threshold as high as you can without introducing unacceptable transparency in the subject. You can see whether you are making the subject transparent by clicking on show mask only and see whether any black is being introduced into the subject area.
4) Increase the Low Threshold as high as you ca without nibbling into the edges of the subject.
5) The "nibbled look" (my neologism) can be reduced by adding a bit of blur to the edge using the third "Blur Amount" slider.
6) Consider using a cookie cutter to more remove any bits of background still left in the corners.
From the oder of the sliders one would think that the above is not the correct order - i.e. that the Low Threshold should be adjusted first. I find that the low threshold produces a more noticable incursion into the subject (transparency is less noticable than nibbling) so I prefer to use the less intrusive tool - High Threshold - first.
The Sony Vegas chroma keyer is just removing a colour from the video.

The other thing to do is at shooting
1) Make sure that the subject is not wearing any green/blue since this will lead to transparency. I presume brown contains green/blue so I guess it will be a bit transparent too.
2) Make sure that the background is very well and evenly lit, so that you only need to remove one colour, that is very bright green/blue.
3) Make sure that the subject is very well lit since even if your subject is not wearing green or brown, there will be browny colours in the shadows meaning the shadows will be a little bit transparent after the chroma key.
4) Use a camera with a big CCD that can give bright clear colours even without studio lighting.

Most things can be achieved with enough light on the subject and background, I believe.
At a guess, more expensive special purpose software such as Ultra Keyer from Serious Magic may be doing more complex things such as working out where the edge of the subject is and not removing the screen colour from within the subject's boundaries but I am not sure. Can someone confirm that? Results using that software were slightly better, and quicker to set up. May be all it does is decide the right key and change the key dynamically to maitain the largest area of white?

I am not an expert. Please feel free to edit and repost the above so that eventually we have the ultimate how-to-croma-key using Sony Vegas. Probably a long way to go.
Tim