JVC GZ-HM300 HD Everio camcorder won't upload files to my computer?

I bought a brand new JVC GZ-HM300 HD Everio Camocorder today and I was testing it out. I made a short little video clip and I want to put it onto my computer. I inserted a 4GB SDHC card into the camera and it said that the video clip was saved to the card. I took the card out and put it into my computer and it said "No picture or video file detected." So then, I connected the USB cord that came with the camera to the computer and tried uploading the file that way. Finally, I was able to get the clip onto the computer...which is where I run into my next speed bump. I want to open the file into Windows Movie Maker...It won't let me open that file. There HAS to be an easier way. My previous video camera, as well as my current DSLR, is simple; take the card out, plug into computer, done. No hassle. THIS, on the other hand, is different. Please help!

Thanks,
-G.B.