Did you select the option to Break Scenes by Timecode on the Capture window?
If so and it still didn't work -- and you've ensured your camcorder is set to the right time and date -- you may want to look into using the program HDV Split to capture your video. HDV Split's captures load perfectingly into a Premiere Elements high-def project.
Are you doing a DV or HDV capture firewire into Premiere Elements 11?
If you are doing DV capture, do you have a check mark next to "Split Scenes" in the Capture Windows after you have opted for Add Media/DV Camcorder? If so, have you selected By: Timecode or Content?
If you are doing HDV capture, do you have a check mark next to "Split Scenes" in the Capture Window after you have opted for Add Media/HDV Camcorder? If so, typically your option is just By: Content.
If HDV capture, many have preferred splitting the capture firewire into .m2t clips there and then importing them into Premiere Elements with the HDV HDV 1080p project preset.
Since Premiere Elements 11 is taking over setting of the project preset, always a good idea to verify its project settings.
Looking forward to your follow up and results.
Thanks for your reply. I realized that I used the window of "Quick" view instead of "Expert" view when I downloaded my HDV video last time. Therefore no option of "Split Scene" appeared when I captured the video at Quick view. I think the problem will be solved if I use Quick view at the settings advised by you and A. T. Romano.