Yeah I've ran into this at times. I've had a few different video cameras hooked up to my computer and for 2 of the 3 I had to use a cd (provided with the video camera) to install the basic software that is compatable with the camera. Once you install the software Windows Movie Maker should reconize the camera and you can load directly into your "collections".
I dont know if your computer does this, but when I plug in the new device it will ask me if there is a cd that I would like to install for the device and then prompts to user to put it in and so on. You may be able to acess this through the computer's control panel if it wont come up automatically.
Hope that helps
(yawn) (...more comments on the video?)