1. ENB Series' shadows option not working
2. Many, MANY, render settings crash @ Vegas
3. Encoding output files fuck up with stucking lags.
I don't know and I don't wanna know what ENB Series is but by using Google I randomly found this video:
GTA SA - ATI HD 4730 Enbseries perfect settings (TEST) Dunno what's the point of it but it seems to be working finely with ATi card on that video.
I do seriously doubt that the render settings crash in Vegas because of your GPU. Tell me what settings it crashes with (output format, video & audio tab).
Yes, problems with 2 GPU cards do exist and that you can blame on GPU. Mostly because the drivers need to be updated every time a new game support appears, I'm not so sure about them as I have no earlier experience but at least most games don't work in case they aren't especially supported by the drivers.
Don't get me wrong here, I'm not the one to tell you what to buy or that ATi cards have no problems, of course they do just like in every technical product you get problems but you shouldn't blame the GPU of yours for problems like rendering failing, that happens. Although I do think that those who can't follow a step-by-step tutorials like Daffy's ones here shouldn't be rendering with specialized settings at all.
@SkilZ: Google the error message and you'll get help, although I'd prefer going for Windows 7 instead (in case that was XP you were trying to install, errors related to that text were in XP I think).