As Barrie says, make sure camera is set to HDV and not DV or AUTO.
Do not change settings while camera is connected to computer, OS will not see that.
Now connect camera to comp. switch camera on (never connect to comp when power is on, chances are you will blow up firewire on your camera).
Wait until OS sees camera, open Premiere and select capture window.
This should do the trick.
If HDV/DV text is flickering in camera lcd you will know Premiere does not see camera.
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