Only thing I can think is the signal out of Sony is not recognized by Hauppauge. Video is a pain because there is no true standard. I use Pinnacle with their USB capture module playing from a Toshiba VCR and I have decent luck with it. It might be worth trying a commercial place that does it. Or go to Hauppauge and see what they say. Maybe you haven't set the software to correct standards, double check. Here is a link for a pinnacle but they hauppage shouldn't be that much different.
https://www.youtube.com/watch?v=dG8baVEmlz4