You'll likely get better explanations, but the way it was explained to me (as I wanted to lay in teh same countdown and slate in each project) was to open a second instance of Vegas, cut (or copy) the project (events on the timeline) and paste that into the project you want this material merged with. If it's at the beginning like my Slate,etc, don't forget to use Ripple Mode.
Hope this helps. -mjr