A quick way to add many transitions at ones is to select several clips on the timeline then go to Sequence and select Add default transition to Selection.
You cannot capture from this camera into Premiere because its a Hard disk camera. Only tape cameras will let you capture footage.
Copie the footage from your camera onto the hard disk of your pc(read the manual of your camera how to do that) and then import footage into Premiere.
These bars are due to the pixel aspect ratio.
Only way to get rid of them is to crop in the Export Settings.
By the way no need to make the dvd progressive, most dvd players can handle interlaced footage just fine.