In order to get recognized as a camera & not a mass storage device, you have to change a setting on the camcorder. USB devices with different uses have to be preset to the desired mode before connecting it to the USB port. It is most likely to be in a settings menu. But the easiest way to find it might be to look up USB in the index (at the back) of your user manual.
Have fun & don’t panic. You’ll be rolling in no time. By the way I assumed you don’t have a Firewire port on your computer. Because that’s the easier & generally higher quality way to connect a camcorder to a computer.
