My usual routine with any USB device is to just plug it in straight out of the box and see if it works. Unfortunately, with this camera, Windows couldn't locate "SONYPVU1.SYS" and prompted me for its location. This is usually a sign that you have to run the install CD that came with the device, so I obediently pulled out the Sony install CD, ran it, and waited through the forced reboot.
Plugged in the camera a second time: Same problem. What the heck?! I hit Google and found out that a lot of people have this problem. As near as I can tell, Microsoft ships SONYPVU1.SYS as part of Windows XP standard build, but for some unknown reason, certain OEMs (like Dell) strip it out of their builds. End result: My new Sony camera had zero chance of working out of the box with my Dell PC.
Inexcusably, all three companies involved (sony.com, dell.com, and microsoft.com) have zero information on their support web sites about how to solve this problem. Luckily I am savvy enough to be able to track it down after wasting a bunch of time diagnosing the problem, but what about the average consumer?
Sony, Microsoft, and Dell: Not sure who is to blame, maybe all three of you, but shame on you! This sort of thing should not be happening in 2006.
If you need the file, here it is: sonypvu1.sys