First, I don't use Vegas. No experience with it, just to be up front. I have used Adobe Premiere Pro and Final Cut Pro.
In most cases, the video program is looking for 48/16-bit recordings. It may be stumped on your 24-bit sampling.
Also, you refer to this as an "audio file" -- what format is it? Generally, video programs will import AIFF, WAV and MP3 and Final Cut Pro likes .MOV audio files, too.
You might tell your friend just to re-export at 48/16-bit and see if Vegas likes that better.