Barbara,
There are hundreds of posts on this topic here, but in a nutshell, capture native HDV via Firewire or capture to ProRes if you have FCP 6.1 or higher. If you do the former you can avoid conforming by working in an 8 bit or ProRes timeline and rendering.
But, you should do a search, there is so much on this I don’t do it justice here. There’s also an HDV forum here.
Have a wonderful day.