Most camcorders are supplied with a lead that has a multipoint jack plug to connect to the cam. The other end has a red & white phono for audio and a yellow phono for video. Replacements can be bought from the likes of Maplin - but make sure you get the correct one for your cam as they are different.
If in doubt though you could go the PC route easily as firewire is video & audio. Have a look
Here for a run through using the free Movie Maker that comes as part of Windows XP & Vista Home Premium.
Mark.