Can Preview video but nothing records in Movie Maker

I have a Sony DCR-TRV30 Mini-DV camera. I plugged it in to my Dell computer
with a Dell Movie Studio Plus analog converter.

I can preview my video on Windows Movie Maker and it looks like it's
capturing everything. However, when I hit the FINISH button at the bottom, a
pop-up comes up which says "The specified video device is not responding.
Verfiy that the device is connected properly and turned on, and then try
capturing again."

Any idea why it recognizes the video throughout the capture process, but
then suddenly doesn't recognize the device when I hit the FINISH button?

Thanks for anyone's help on this.

- Mary