Which program are you using?
This is a rough outline of what you should do though:
1. Turn on camera and connect to the CPU via Firewire or USB.
2. Turn camera mode to "Play".
3. Open up video editing software, and click on capture video.
4. Click on Start Capture.
5. After capture is finished, edit movie.
6. Disconnect camera.
If you have any questions, feel free to ask! And just out of curiosity, what type of camera are you using?