Welcome to the forum.
This FAQ Entry will give you tips on troubleshooting your camcorder connections and give instructions on getting good Captures.
Also, you might want to not put your e-dress in a post. There are 'bots, that crawl public fora, just looking for e-mail addresses. You can put it in your Profile, or can mung it with: infoAThuntphotoDOTcom. If that is too cryptic for some, you can add (the AT = @ and the DOT = .)
Alos, I would suggest that you check if your are using the correct project settings i.e. NTSC-DV or PAL-DV project depending on the type of camera that you have.
I have a suggestion that affects playback, but not capturing... it might be that you're actually capturing the video but aren't seeing it properly on the playback, which is what tripped me up.
Right-click in your monitor window (the one you expect to see the video in), select Playback Settings, then select none on the DV Device drop-down.
PE8 tries to play back to your DV device whenever it's connected, unless you tell it not to. It should be able to play back on your monitor even with the default option selected, but mine cannot for some reason. I also have PV-GS200, very similar to yours, so hopefully this helps a bit.