This is going to sound incredibly stupid, but for some reason whenever I go to try and add in an existing icon to a new weapon or something, or a model, it asks me to select the .dds or the .nif file, and i can't find any! I don't have an archive tool like the fallout 3 archiver to extract them either, what the hell am i doing wrong now?

What you're doing wrong is you haven't extracted them using FOMM or similar?

that's what I'm thinking, although there isn't a fomm or a fonvau out yet is there?

You can use the FOMM from your FO3 directory to extract Vegas resources. That's what I do.