Mpeg2 in Sony Vegas pro 8!?
Hey.
I just got me the most amazing camcorder in the world. Canon HG21. I've been filming a lot and edited. But when I edit it in Sony Vegas and want to render it in mpeg2 (full HD), then the sound disappear. Then the sound is turning in to be a file beside the video wich has no sound.
How do I include my sound in full mpeg2 full HD!?

IIRC, that is a hard drive based cam meaning you will run into problems when it comes to editing. Most of those cams compress the file as its recorded to save space. Trust me, if you were shooting at full HD quality, you would run out of room in minutes.
P2 cameras are a flash based memory setup for higher end cams. They are the way to go with HD setups these days.
Double check your export settings in Vegas. I personally dont use the program much but have used it a few times. It likes most input formats but has a slow time exporting and doesnt give many output options.