From the JVC web site on connecting Video cam to PC click here Number 8 on the list. This may tell you if you have got the correct cable.
If you do not have the manual for instructions click here
On Computer if you click on start/help and support type in import video go to number 4 on the list it should help you.
Windows Movie maker should allow you to import videos.
Did you follow the instruction from the manual on connecting to computer.