Put memory stick in camera. Go to review photo button. Once photo appears click menu. Scroll down to copy and click. It will ask this photo or all. Click on all and the transfer process begins.
MOST cameras provide application software that tries to do everything for you, but in general, if you plug the camera in to the USB port of the computer you SHOULD be able to open windows explorer and view the contents of the camera as though it were just another disk drive. At that point you should be able to copy anything you want from the camera.