You need to buy or borrow a firewire cable that has a mini DV connector on one end (which will go into the DV out port on the camera) and connector at the other end that will go into your Mac (4pin I think)
The USB cable is only really useful for the photos on the memory card (if the camcorder has one). Since they recommend using FW/iLink on PCs too, I don't know why they don't just bundle a FW cable with the darned things.