You'll need a firewire cable to attach the camera for transfer,
if your computer doesn't have a firewire input on it already you can buy a PCI card for about £15 or so to add a firwire port, this will often come bundled with the cable you need.
When you've got that sorted you can capture the video from the camera using any video editing application, Windows Movie Maker will do it easily, but it has no capability for authoring DVD's from within the software, so maybe something like Adobe Premiere Elements would be a good choice for you.
You could have a look at a few trials of major packages from Pinnacle, Sony and Adobe etc. and see which one you like the best.
Panasonic SD9, Panasonic NVGS-75, Canon MV600i