How are you doing it? Are you using the USB cable? You should be able to just transfer the video files once the camera is attached. If you're having trouble with the Canon software, try just using Windows Explorer. Your computer should recognize the camera as a USB drive in Explorer. Once you find it, you can select the video files and drag them wherever you want on your computer.

If that doesn't work, let us know and give us some more information about what you're doing.