Why is there no capture window when I capture?

I just started learning FCE today and am going through Apple's online tutorials. When I go to File->Capture, it automatically starts capturing. I don't get a capture window with options that the online tutorial talks about.
http://movies.apple.com/movies/us/apple/finalcutexpress/2007/finalcutexpresstutorial_capturefromtaper640-10cie.mov

I use a Canon Vixia HV30 camcorder and I'm capturing HDV footage from a miniDV tape. I'm using Final Cut Express 4 and capturing in "HDV-Apple Intermediate Codec 1080i60"

Help me understand please. Thank you! 🙂