Ok. There are a couple other ways of doing this:
1. You can e-mail the pictures to yourself. Open up a picture message and put in your e-mail address in the "TO" field. Shortly you should have the pictures in your inbox on your computer. Unfortunately you won't be able to send pictures in bulk.
2. You may also want to try the Nokia PC Suite. You can download it HERE by going to the bottom of the page.
A microSD card can be purchased for about $10 at any walmart or best buy. It's really a great product. It'll hold upwards of 1000 pictures and it's transferable from phone to phone, even after the phone malfunctions or breaks.
Please let me know if you have further questions, otherwise please don't forget to click 'accept'. This is the only way I am credited for my work. Thanks :)