I am trying to remove the background and can use green screen. What I want to end up with is the person talking with a transparent background so that you can see the web site behind them.
this is what I want to do (it is an adult site as a sample)

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Rich
rdphoto85@yahoo.com

Rich, hopefully you can find a different example as not a lot of us will go to the site you linked to.

Exactly what is it you're trying to achieve?
The use of green screen is called chroma key and Vegas can do that very easily.
You'll need a screen capture program like Camtasia to be able to put the web site material behind the person speaking.

Here is a better example of what I want to do
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Talking person on screen.

I looked into this briefly a few years ago. It's a little complicated.

As I understand it, this is usually done with flash video, which supports transparency. When I was looking at it, I had access to the flash application that is now part of CS3/4 - I don't know if this is supported with other compressors such as Squeeze, but I think so. You'd need to have the Flash VP6 codec.

A rough workflow might be:
Shoot green screen.
Edit or whatever in Vegas.
Apply chromakey, chromablur, any other compositing effects (there's more info on this, search is your friend) to create transparency.
Render in a format that supports alpha channel, probably avi-uncompressed.
Pull that render into the flash app, render the video using the VP6 codec, which supports transparency.
Still in flash, author a swf that contains the user controls you want.
Gather assets, embed the flash object in an html layout, upload to webserver, etc.

A google search such as "flash video transparent background" will turn up some tutorials.