if you have windows XP, just use windows movie maker 2... not the "best" program, but simple to learn. some more info on your PC may help as well... i'm not sure what sony cam you have either, but are you sure that the USB cable isn't for just copying pics (still image)? if so, just plug a video cable (or s-video) and RCA's and you should be set...
either way, Windows Movie Maker can be your friend. if you don't have XP, use google, there are tons of freeware/shareware programs out there that can do the similar things.