Here we go, if you type in "dv transfer" in the search tab you will find more info. Its also covered in the FAQ sticky at the top of this forum.
The lead that came with your camera is a usb one and as you have said is only good for stills. To get video off your camera you need a 4 to 6 pin firewire cable which can be bought for less than £10, but it is only of use if you have firewire on your computer, if its a new computer it should be capable. If its older you can buy a pci firewire card for about £15-£30 which should include the cable and some basic software. This card will fit onto your motherboard and is another topic altogether, again using the search on these forums or google is a good resource for info on many things including fitting pci cards. If I remember correctly I bought a Pinnacle branded pci card a few years ago, which came with software and a cable.
Basically you attach the smaller 4 pin connector to the camcorder and the 6 pin one to your pc, do not connect the usb lead. Refer to the software for instructions on how to transfer the footage. Pinnacle and Ulead ( video studio) amongst others provide software that can do this.
Good luck
and remember to search for answers yourself before asking as its generally frowned upon to ask questions that have been answered many times before

hence the low replies