You might have better success by posting in a video or camcorder group.

But given the rather slim information, I'm guessing you haven't
installed the necessary drivers from the Sony CD (and of course that's
assuming the camcorder actually *supports* offloading videos via USB on
W2K - this is more often done by a DV link and Firewire card....).

It is almost certainly not going to work by just plugging it in.