Thanks for stopping by. The easiest way to do this is to use HTC Sync. I went to Verizon's website and pulled the following from there for you:
(This is taken from
http://cache.vzw.com/multimedia/mim/htc_thunderbolt/thunderbolt_manual.pdf, specifically page 122)
You can get HTC Sync from HTC's website.
Setting up HTC Sync to recognize HTC Thunderbolt
1. Connect HTC Thunderbolt to your computer using the USB cable that came in
the box.
2. Wait for HTC Sync to recognize HTC Thunderbolt.
3. On the Device setup screen, enter a name for HTC Thunderbolt.
4. Click Save.
Then
1. On the Device panel, click Gallery, and then click On.
2. To automatically import your camera shots to your computer, select Copy
device Camera Shots to PC.
3. Select Sync PC photos & videos from, and then click Add.
4. Choose a folder that contains your multimedia files, and then click OK. All supported image and video files added to this folder will be copied to HTC Thunderbolt.
5. Click Sync now