I don't see a PV-GS9 on their site; do you mean PV-GS19?
I had to buy a whole Mac setup with Final Cut Studio for one of my classes, along with a Panasonic PV-GS35. I'm not sure whether or not it can upload video through USB 2.0, but I use Firewire/IEEE1394. (Perhaps the USB connection is just to upload pictures?) If you have one of those ports on your PC, maybe just buy that cable, and perhaps that's where WMM is looking for a camera. I put my camera into Play Mode and then have it play the movie for FCP to record.
While USB 2.0 has potentially higher bandwidth than Firewire, it fluctuates depending on other USB devices you are using at the same time, as well as your processor load; Firewire has a constant speed, which is essential in transferring large, high-quality DV videos.
In short, all I offer above is an alternate route, but I haven't tinkered with Windows Media Maker or its video capture process before.