You need something to convert your analog video to a FireWire signal. There are three solutions (listed in order of preference):
1. An analog-to-digital converter. Several companies make them. The ones from Pyro are cheap and have a good reputation. The ones from Canopus are not cheap and have an even better reputation.
2. Some miniDV cameras can take an analog signal in through the A/V cable and output it to FireWire. Usually you have to flip a setting in the menu to make it work. Not all cameras do this, though. Check your camera’s manual. (All DV decks, which tend to be expensive, can do this.)
3. Use an analog capture card. To do the capture in Premiere, you need one that is compatible with Premiere. Matrox is the only manufacturer I know if that’s still making compatible cards, and they’re not cheap. Canopus may still have some of their older models available, though again, not cheap. There are many cards out there that are NOT compatible with Premiere but are much cheaper. You may be able to use the software that came with them to do the capture, then import the file into Premiere. However, some cards will only capture in propriety codecs that Premiere can’t import, or they only capture MPEG files which Premiere can import but may not be able to play back well (Premiere Pro 2.0 is better about this). If you decide to buy a card, check around for other people’s experience first. Regardless, I’d consider a converter first.