I still need to very this, I didn't yet order an HDMI cable online that is compatible with the camera. They use a type of mini connector that I cannot find in any hardware shop here around.
I was trying to find a link where I saw a movie shooting setup with a TV screen attached. Instead I found a link to the behind the scenes shooting of the promotion video for the Canon :
Thanks for the tip for the Blackmagic card. But before I spend money on it I will wait for Nic's answer on whether he was able to import into Movie Maker, or if they have plans to fix it