I’ve had the same problem and I think the “real” solution is to have 5 secs or more of pre-roll and not start your action until you have a little leader on your tape. Final Cut is set up to capture this way.
What you can do is go into your audio video settings and go to the tab marked device control presets. You probably already have this setting set to HDV Firewire, the default is 5 seconds pre-roll. You can’t change this preset, but if you duplicate it and rename your duplicate you can go in and change any setting you like. You can change the pre-roll setting to 1 (I don’t think you can make it 0).
As a good practice I would recommend pre-rolling your tape so you don’t lose a part of a valuable shot.
hope it helps,
Steve