Hi alb0679,
You cannot connect an av or svideo output from your camera to usb as the av / svideo is an analogue video signal and usb is a digital data signal.
The sockets on your camcorder offering av or svideo are ideal for connecting straight to a dvd recorder. AV out will give you compsite video and stereo audio. S video gives component video and stereo audio which is slightly better video quality than composite. You do not need to go via a pc unless you want to edit the footage.
If you want to edit the footage on the pc first you need a firewire or IEE1394 connector between the camera and pc. If you have Win XP you can digiise your footage using Windows Movie Maker which comes with Win XP. There's plenty of help files in Windows how to connect your camera and edit with Movie Maker.