The easiest method is to plug your phone into your computer, drag down the notification bar at the top, hit "USB connected" followed by Mount. Now it's like a flash drive - you can use (My) Computer to look for it.
By default, pictures and videos taken by the camera are under DCIM > Camera.
Be sure to unmount the phone before disconnecting it. You should be able to through one of the icons in your computer's notification area. Or you can right-click the drive shown in (My) Computer and click Eject - just be sure to not hit format by mistake!
You could also use a file-sharing app like Dropbox, if you want. Dropbox itself gives you 2 gigs of online storage for free, and the Android app is quite nice. I love it so much that even if my phone is already plugged in my computer, instead of Mounting I just use Dropbox lol.
