I searched but i did not fuound what i need.

I'm starting to use Vegas Movie Studio HD 10 for a few project; but i'm used to Premiere Pro.
Is there a way to use keyframe opacity for a clip or change the opacity of a clip in diffrent moments?
Here is a pic from premiere pro that explain what i want:
Is useful if i have a two (or more) camera setup for a concert
It seems that using Envelopes is the way to go in Vegas but it doesen't seems to work!

The other thing, is possible to make diffrent sequencies into a project (say, i.e. working on separate scenes for a movie)?

Use the "Composite Envelope". That will let you keyframe opacity. Also, you might want to look at Vol 1 #9 of my newsletters (http://www.jetdv.com). It illustrates multiple methods for doing a multi-cam edit.

The Pro version of Vegas has multi-cam built-in and can also use the various multi-cam scripts that are available.

I'm sorry but how exaclty i can do it?

In the help guide says that, when the Envelope tool is active, if i press Shift + mouse button, i can draw envelope points... however the shift key has no effect!

Does anyone know how to disable the loop region?

The loop region has nothing to do with it but there is an option in the preferences to "Collapse Loop Region".

The composite evenlope is a TRACK level envelope. Right-click a blank area of the track, choose envelopes, and then composite. Once the envelope is turned on, you'll see it appear in the track. Once it's visible, you can adjust it.