[Sony Vegas Pro 11] Problem record audio with mic

[h.264]

I use Sony Vegas Pro 11.
When I must record my voice with microphone the file as output is automatically a *.wav. Obviously too heavy!
To record as *.mp3 I must click File->Render As->...and so on...
So in this ways I have two file audio: one *.wav and another *.mp3. The first file is unnecessary for my jobs and every time I must delete it.
How can I record directly the file *.mp3?

[TreeTops]

Maybe you can record your voice in another program like Audacity and save that to a mp3 file then import that into Vegas.

[h.264]

If I can't use directly Sony Vegas then I will use Audacity. Thank you!