Most computers have a video OUT card (you connect your monitor to it) but a few have video IN cards (which enable you to - say - use your PC as a "video recorder"). You can also get external devices that do he same thing.
Anyway, two things: try right-clicking the MOV001.MOD file, clicking properties and and report back on what it says under "Type of file".
It doesn't sound as if you have a capture card, so (assuming that I have picked the right camera) you should be able to back up your footage from your camera to your PC via USB according to
http://www.jvc.com/presentations/everio_g/feat 3.html . Take a look at the file created and see if WMM will open it (warning - may take ages if its a large file!). I've always found WMM to be a bit prone to crashing, so save your work often. If not, rc+properties and post the "Type of file".