well, you can leave that setting checked, as long as you DO select a region to export
so, put your cursor at the END of the amv, Hold down SHIFT and hit Comma. That will select your whole amv, then you can render as... and get it all.
Because sometimes just letting vegas find the beginning and end can give you more then you want
Also: Useful tidbit, if you hit select a region and hit CTRL+M (at least on my keyconfig) you can "prerender" a section, like in premier. BUT, if in the options, you choose the EXACT SAME PRESET you render as... with, it will use the prerendered chunks to construct your final render, saving you lots of time and crashes. Prerendering is gooood.