I wanted to post an answer to a problem I had in the past that is a really simplistic easy fix, but many people with a lot of knowledge with Sony Vegas programs couldn't find the answer. I also noticed other posts over the internet with people having a similar problem > not being able to view your video clips in the preview window, but only able to view them after putting them on the timeline. After clicking lots of buttons one day, I stumbled upon why it didn't work for me and then noticed it was on youtube.
[ame=http://www.youtube.com/watch?v=nktJV4VA6EY]YouTube - Sony Vegas Auto Preview Not Showing Video?[/ame]
So, if anyone can't preview their video clips from the moment you load your program, try this first. It might save you a lot of time researching complex reasons/answers when you needed to just change something small.