Looking for a DVD menu maker which works best with Sony Vegas
Sony makes a companion product that works for both Vegas and Vegas Pro called "DVD Architect Pro 6.0 Author DVD or Blu-ray Disc™ media" for $199.00. This is your best bet for Vegas since it has years of Sony compatibility behind it.

Link here:

http://www.sonycreativesoftware.com/dvdarchitectpro

Please note there is a FREE 30 day trial version here:

http://www.sonycreativesoftware.com/download/trials/dvdarchitectpro

There is also a tutorial here (webinar originally aired March 31, 2011.):
http://www.sonycreativesoftware.com/vegaspro10webinar02