Preamble
VirtualDub is a very famous open source software in the world of digital video. One of its characteristics is that it allows the use of powerful video filters.
In addition to the original filters provided a very active international community has developed a series of filters which you can find an almost exhaustive list here.
Imagine that, thanks to Harold Linke and its plugin for Studio, Vdub2RTFx, filters for VirtualDub are available in Studio. The purpose of this little tutorial is to explain how.
Step 1 : Download and installation for Studio 9
Go to the Harold Linke's webpage dedicated to VirtualDub for Studio 9.
Download the file vdub_for_studio9_setup.exe. Run this file.
In C:\Program Files\Pinnacle\Studio 9\Plugins\RTFx a vdub folder was created. You can now copy/paste in this folder VirtualDub's filters that you want to use. These are simple .vdf files in most cases.
If all went well, a new category called HL's VD-Filter should have appeared in the list of video effects in Studio :

Warning :
Only filters installed automatically by vdub_for_studio9_setup.exe are certainly functional. For others, nothing is certain !
Step 1 bis : Download and installation for Studio 10 and further versions
Go to the Harold Linke's webpage dedicated to VirtualDub for Studio 10 and further versions.
Download the file Vdub2RTFx.fex.
In C:\Program Files\Pinnacle\Studio X\Plugins\RTFx (where X is the number of your version of Studio) create a new folder called virtualdubFX and copy/paste in it Vdub2RTFx.fex.
If all went well, a new category called VirtualDub FX should have appeared in the list of video effects in Studio :

In this category, only one effect available : VDUBControl. We will return later on it.
You can now copy/paste in the virtualdubFX folder VirtualDub's filters that you want to use. These are simple .vdf files in most cases.
Reopen Studio and the list of effects has increased :

It is hoped ! If this is not the case you will have to work even a little. 
For Studio 10 :
- Close Pinnacle Studio.
- Depending of your Studio 10 version and Operating System:
- For Studio 10.7 and below:
Delete the file EffectCache.xxxxxx et EditorCache.xxxxx (xxxxx = a hex number) in the folder
..Program Files\Pinnacle\Studio 10\Plugins\RTFx
Don't worry, this file is also re-created next time you start Pinnacle Studio. - For Studio 10.8 and Windows XP:
Delete the file EffectCache.xxxxxx et EditorCache.xxxxx (xxxxx = a hex number) in the folder
..Documents and Settings\all users\Documents\Pinnacle\Program Files\Pinnacle\Studio 10\Programs\Plugins\RTFx
Don't worry, this file is also re-created next time you start Pinnacle Studio. - For Studio 10.8 and Windows Vista:
Delete the file EffectCache.xxxxxx et EditorCache.xxxxx (xxxxx = a hex number) in the folder
..Users\Public\Documents\Pinnacle\Program Files\Pinnacle\Studio 10\programs\Plugins\RTFx
Don't worry, this file is also re-created next time you start Pinnacle Studio.
For Studio 11 and 12 :
- Close Pinnacle Studio.
- Depending of your operating system:
- For Windows Vista, delete the file EffectCache.xxxxxx et EditorCache.xxxxx (xxxxx = a hex number) in the folder
..Users\Public\Documents\Pinnacle\Program Files\Pinnacle\Studio 11 (or 12)\programs\Plugins\RTFx
Don't worry, this file is also re-created next time you start Pinnacle Studio. - For Windows XP, delete the file EffectCache.xxxxxx et EditorCache.xxxxx (xxxxx = a hex number) in the folder
..Documents and Settings\all users\Documents\Pinnacle\Program Files\Pinnacle\Studio 11 (or 12)\Programs\Plugins\RTFx
Don't worry, this file is also re-created next time you start Pinnacle Studio.
That's it. It only remains for you to apply filters to your video like any video effect in Studio. 
Step 2 : In case of troubles
Although most VirtuaDub's filters are functional within Studio, it can happen that some do not work properly. This is most often linked to problems of preview.
Indeed, some VirtualDub filters have their own preview window. This can cause problems in Studio.
But fortunately for us, Harold Linke has thought of everything ! 
When a filter is malfunctioning or not working at all, remove it from the list. Apply to your video the pseudo-filter VDUBControl, we talked at the beginning of the tutorial, then the filter that malfunctioning :

Edit the effect VDUBControl and the next window opens :

From there, you'll fly solo. No specific rules. Try playing with different options of the two menus Compatibility and Preview Correction.
Each time, see if your setup allows the filter malfunctioning to function.
When it works, from the SaveXML menu of VDUBControl choose 1 (SaveXML).
You can delete on the timeline the VDUBControl effect. The next time you use the malfunctionig filter fails, this works immediately without having to re-use VDUBControl.
Demonstration :
Here is a short video in which I applied the latest version of the filter OldCinema MSU (Moscow State University) :
Yes, I know ! Such filters are already in Studio ! Except that there, it's free ! 