I thought that you could connect the two together with a USB cable. Nothing happens when we do this; the two don't seem to recognise each other.

Has anyone else found this to be a problem and solved it?

It's not a 'problem' because it's not supposed to work like that.

The HDR (like your laptop) is a USB 'host', and connects only to a USB 'slave', so you need to connect it to a USB drive, which is a 'slave'.

Is 'Host' the preferred term these days Nigel??
I always have hitherto referred to it as 'Master'

Stan