So, I did a bit of digging for info on this (I'm considering buying a similar Sony camera, so I have a vested interest). It looks like you need Roxio toast to convert the native MPEG2 file to something that iMovie will import. This two (or three) step process is annoying and stupid, but at least it will allow you to use your new camera with iMovie. I'm not sure if Final Cut Express (another Apple application, but not free) has the same issue, but that might be another option for getting footage from your camera.
Please let me know how this works out for you. It'll impact my purchasing decision.