It is very likely that you have a firewire port on your camcorder. This is a very tiny socket. To find it try looking at the manual. If your pc has firewire then this is by far a much better way to connect pc to camcorder, giving you the highest quality possible when you transfer your footage. Also firewire can give you control of your camcorder from the pc, a handy function. These cables are as little as £5 (10 USD) and dont worry about an expensive cable. They all give the same quality.
As far as I know going via USB is a no no. You would neet to go in through your graphics or video card (usually a socket at the back of the pc) .
Are the black and yellow sockets labelled? are there any other sockets like S-video?