You need a fireware cable and some software.
Your first step should be to capture video from your camera. For that purpose you can use WinDv, which can be downloaded from the net (use any search engine to locate it), and it's free. Program is very small, simple to use, but very good. To edit your captured video, to make neccessary "cosmetic" details (transitions, other effects...) and, finally, to burn a DVD you must have some video editing software. I'm using both WinDVD Creator 2 (came pre-installed with my HP Pavilion zt3000) and Ulead Roxio 7 (both of these programs can capture the video but I found WinDV to make better job).
To conect fireware cable to PC you must have either a fireware port on your PC or to buy a PCI fireware card.
Be careful, don't buy a fireware cable before you know what is the type of your fireware port (4 pin or 6 pin). MiniDv cameras always have 4 pin fireware jack, so you'll need either 4x4 or 4x6 fireware cable.
Hope this helped, Zak