I recorded lots of clips of a game, world of warcraft using game cam registerd v2.1

The clips work fine raw, not edited. Can see video and hear audio.

But when I import into Sony Vegas 7.0, I only get the audio from the clip, there is no video? It also says "uncompressed" on the clips when they are imported in, is this effecting them? If so, how can I compress them to get the video?

Clips where recorded in .avi and Microsoft MPEG Compatible.