You will see I have removed your email address from your post; this is a public forum where other users are encouraged to offer help to you. It is NOT a direct link to Magix Support. Hence it is never a good idea to post your email address so publicly, where it is liable to be found by search bots and could easily lead to you being spammed by countless number of emails!
I'm sorry I cannot personally offer you any advice on overcoming your problem. Hopefully other users of SF will be able to advise. In the meantime, please read this post and supply all the information requested there. In particular details of your computer and of which version of SF you have would be invaluable.
I recommend muxing the audio into an existing video file, which replaces the existing or missing audio without re-rendering the video (which causes some loss of quality). What kind of video and audio files do you wish to process? Vegas can 'smart render' certain types, but not others (AVC/MP4 for instance).
It would appear from later posts by jerry-ricker that he is actually using Vegas Movie Studio and not Sound Forge, which he had chosen as the software he was experiencing the problems with. He has been recommended to repost to the dedicated Vegas forum.
Hopefully, he will be able to resolve the problem of the missing audio.