I just purchased the canon C100. When I import 30pf files, Vegas pro see them as interlaced. Is there anything I need to do to tell the system that the files are progressive files other than change the properties of the time line?

If you mean do you just have to change the field order to "none (progressive footage)" in project properties, yes, that's theoretically all you have to do. I do wish Canon would get rid of PsF.

Do I also need to change each individual file in the project media area?

No. Just the Project Properties.