I've got a Sony DCR DVD92E Handycam and if I'd known how hard it would be to get the video files off the mini-dvds and on to my PC, I would never have bought it

There was no software disc supplied and I'm going nuts trying to find a way to upload to my PC. If I put a finalized disc in my DVD drive and open it to view the files, each section of film has multiple file types, none of which I recognize.
This is my first video camera and I'm fairly computer literate but I don't want anything complicated, I just want to be able to keep my films on my PC (well, eventually copied onto DVDs) and clear the mini-dvds so I can use them again. I've been using my PC running XP but I have another running Windows 2000 but I don't know if that would make any difference.
I've downloaded the Sony Vegas Movie Studio Platinum Edition which I read about here but just looking at the wizard totally boggles my mind. Doesn't anyone do a straightforward Plug and Play, Drag and Drop-type application? I don't need to create Hollywood blockbusters. I've also read about Womble, is that any easier? Is there a simple solution to this? Can anyone help, please?
PS Why on earth is Sony making life so difficult in this case?