First of all create your 'First Play' video as a separate file.
In Video Studio 8 take the following steps,
1. Click the 'Share' Tab
2. Click the 'Create Disk' button
3. Click the 'Add Video' button
4. Locate and insert your First Play clip
5. Drag this clip to the leftmost side of the time line
6. Check (by clicking) the 'First clip as first play video' checkbox (it should be a green tick).
7. Continue your project as normal to completion.
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
Remember, there is always more to learn than there is to teach.