I have the same version and same build and everything works for me.
Couldn't be something simple like the Keyframe portion of the window is hidden?
Try moving the cursor over the bottom of the Video Event FX window. When the cursor changes to that little 'equals sign' with an up and down arrow (sorry don't know the name for that particular cursor) then drag up and the Keyframe dialogue should appear.
COMPAQ something or other with 500Gb Boot Disk, 1Tb external Firewire Disk, 4Gb Memory and a super duper sound card, 19" TFT Monitor etc etc etc
Sony TRV33e : Sony TRV310e : Canon XM2
Sony Vegas Studio editions to v11
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