How to transfer video files of a Sony handy cam onto my PC individually?

I have a Sony handy cam DCR-DVD705. To view the videos i record, i can either play the DVD on my computer or play it on TV via cable(provided with the handy cam). Of late I have started making videos and I would like to just take those videos from the DVD and copy it onto my computer. But its totally disgusting because everytime i make a new video i have to download the whole file onto my computer because how many ever videos you take , it is stored as one video file(i know its stupid). So is there any way i can get files individually or should i download the whole video just for the end part of it which was my last video taken.

P.S - I also tried finalizing the DVD but that didn't work. It just made a menu which makes it easy to watch which ever clip you want.