Hello texascossack - Welcome to the Sony Forums 
If you connect the camera directly to your Mac, you may see the video files when you browse to the memory card and if this is the case, this means that they may be in a format that iMovie is unable to read. If you are able to see the files outside of iMovie, could you let me know the file extension i.e. the letters at the end of the filename and I may be able to suggest a method of converting them into something that should function with iMovie. I know it isn't ideal but it has worked for other users in the past.
Thanks,
Simon