The problem isn't that they're avis--avis work fine. You're probably using DivX or XviD encoded video, which Vegas (along with many other programs) can't handle.
Try reading the
EADFAG, specifically the part that starts at 'Ripping DVD footage'. You'll want to encode your files using Huffy or Lagarith, and probably only the specific clips you want to use unless you have a lot of disc space (and I do mean a lot--these codecs can easily run 4-5 gigs an episode).
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