Hello and welcome to the forums!
Sony Vegas is a fine program and should do just fine.
I never used it, but I would lay odds that if you open it, make a new file, and then find the "Import" command (usually in the "file" menu) there will be an option for "Image Sequence"
Choose that, then select the first image in the sequence. It may present an option to import the single image or the entire sequence - if so, choose the sequence.
That should be all. Just check your project's settings and play with things like frame rate and such to get it where you like (NTSC uses a 29.9 frames per second as standard, but the web accepts almost any frame rate).
Then prepare yourself to learn all about codecs and file formats. An uncompressed avi file that runs 30 seconds can be in the gigabytes. Proper compression can drop that by orders of magnitude.
I suggest the H-264 or xvid codecs and an mp4 format to get started for web use.
Good luck with it and be sure to post your results here
Thanks mate , cracked it in Vegas already , yay
Thanks for the additional advice too , thats really great .
Just so others who stumble onto this link for answers , heres the process
1)From the File menu, choose Import, and then choose Media from the submenu. The Import Media dialog box is displayed.
2)Choose the folder where the file you want to open is stored:
3)Choose a drive and folder from the Look in drop-down list.
4)Choose a folder from the Recent drop-down list to quickly select a folder from which you have previously opened files.
5)Select a file in the browse window or type a name in the File name box. Detailed information about the selected file appears at the bottom of the dialog box.
To limit the files displayed in the dialog, choose a file type from the Files of Type drop-down list or enter *. and an extension in the File name box. For example, enter *.wav to display all wave files in the current folder, or enter *guitar*.wav to display all wave files that have the word guitar in the file name.
Notes:
If you select an image from a still-image sequence, you can select the Open still-image sequence check box to import all images in the sequence as a single entry in the Project Media window. In the Range box, enter the number of the last image you want to open. For example, if you'd selected AnimationOne_00001.tga in step 3, you could enter 120 in this box to create a new Project Media entry using AnimationOne_00001.tga to AnimationOne_00120.tga.If you want to use RAW camera files in your project, the Microsoft Camera Codec Pack will allow you to view RAW camera files and add them to the timeline. For more information, see
http://www.microsoft.com/download/en/details.aspx?id=26829.
Click Open.
The file is added to the Project Media window.