O dear, now it is getting really complicated.
Let me see if I can do things the smooth way :-)
If you use VirtualDub, note you have to just open the first image (it'll automatically import the rest) and by default it sets the framerate to 10 fps. So you need to go to Video/Frame Rate and under "Source rate adjustement" select "Change frame rate to: 30 fps". Then you can save the perfectly smooth AVI.
If you use Premiere, File/Import, navigate to the first image, and check the "image sequence" box. Then you can right-click the imported sequence, select "interpret footage" and set it to 30 fps there.
I don't use Sony Vegas, but I know the option is in there somewhere.