The Firewire Card may ( usually does) come with a firewire cable:
The small part : ( 4 pin) fits in on the camcorder end and Bigger (6 pin ) on the PC ( card) end.
Windows ( via movie maker) can normally act as the download "program" within win XP ( and Vista) ( you don't have a Mac do you

?)
but there is
this free one or Your preferred Video editing program ( if you wish to edit).
Some cards in addition to a cable, come with a cut down version of an editing program