Thanks, Edward.

I've also read of some going to the OpenFX website here:
The OpenFX Project : Documentation

Some have gotten some of the sample plugins listed there to work in Vegas. You might try starting there.

Oh, I have read the OpenFX site documentation, and it is not very helpful. It gave me a general understanding how those plug-ins work, but there seem to be some details missing, plus the link to the raw headers is dead.

I have just found Browse Open Plug-ins For Visual Effects Files on SourceForge.net, which has more information, including the header files and samples, so I am downloading it all now. Hopefully, I will be able to get started from there. :)