Almost all of compositing and editing programs can use this file with it’s embedded alpha channel. After effects, Avid, Premier pro, Vegas, Edius, Final-cut, Newtek’s Speed Edit & many more!

Sony Vegas can’t guess the embedded alpha channel of the .mov files. You need to access the properties of the clips inside Vegas. Just right click the clip in the media pool or the timeline and choose properties, that will open a window where you can set the alpha settings (premultiplied, straight etc.). In some versions of Sony Vegas use composition mode and click on 3d source alpha then on properties choose straight unmatted.