When cutting a selection in Vegas, is it possible that it auto-joins the scenes? I mean instead of leaving an empty space.
What you are looking for is called "Auto Ripple."
Click on the auto ripple icon in the main toolbar or press Ctrl-L to toggle Auto Ripple on/off.
With Auto Ripple turned on, when you remove a clip from the time line, the clips that come after will automatically move to the left to fill in the space.
Video Tutorial: Auto Ripple in Sony Vegas & Movie Studio