Hey Joe
For the capture :
Select the drive you want your material to be stored on in the event library. Top Left.
Right click hard Drive in Event Library and select New Event.
With previously created event selected go to import.
Beware that the Import Button changed changed since 10.06ish it snow a file with arrow instead of a camera!
With respect to the import window make sure you have the drive selected from the previous steps
Import transcode options...
Optimized media : always ProRes 422
Proxy media : always Apple ProRes 422 Proxy
Select the first for better quality
For the HDV part check out Larry Jordan Video
I know nothing about Premiere