Your camera has a firewire port. It may be called DV on the camera and in the manual. You buy a firewire cable (it doesn't come with one) to hook to your computer's firewire port and transfer the video. You can download a small free software from the internet called WinDV for transferring the video.
If your computer does not have a firewire port, you buy a PCI firewire card and install it. If you have a laptop without a firewire port, but it has PCMCIA slots, you buy a PCMCIA firewire card and install it.
Firewire cables come with either 4 pin plugs or 6 pin on either or both ends. You buy the cable that matches what ports you have. Usually the camera has a 4 pin port, the desktop a 6 pin, and a laptop a 4 pin. Generally, you need a 4 pin to 6 pin firewire cable to hook to a desktop and a 4 pin to 4 pin cable to hook to a laptop.
I bought a JVC GR-D395U for Christmas, after reading through the manuals several times, searching the JVC website etc, I am still at a loss on how to download to a computer. Is this model only able to download to a TV? Or am I missing something? I have the USB connection, but that will only allow me to download pictures. The software that came with it is only used for still images as well. Any suggestions?