in sony vegas you can just import the whole video file(the entire fight whether it be 15 mins or an hour) then when u drag it to the timeline u can cut the parts out that u do not want to leave just the 3 second clip there on the timeline. then u assemble the cmall clips together in the correct order. at no time do u need to trim a whole fight clip down to 3 seconds and then save that 3 second clip as a new file. IT IS NOT NECESSARY (but if u have already done that then just import that 3 second clip file and drag it onto the timeline.
if u were to save all of the small clips to new files you would be just taking up more time... but it wont hurt anything.