I was wondering how to make still photos (JPEG, etc) move in a video. The best way to explain this is to look at this video:

http://www.brightcove.com/title.jsp?title=489236059&channel=291685793

I'm not talking about transitions, but movement. You;ll see what I mean, if you keep watching the vid. The vid even had a moving zoom in the still photos, and moving from one direction to another.

How do I accomplish this in Vegas?

By using Pan/Crop and keyframes. Vol 1 #8 of my newsletters (http://www.jetdv.com) explains the process in detail.

I would suggest u put the photos on a Video track.
Then use the 'event pan & crop'. You will see this little square on each video or photo towards the right. MAke use of keyframes. Meaning at time:
1.00, original size.
2.00, pan right
3.00, zoom smaller.... Vegas will interpolate the movements between smoothly.