Hi Geralyn, You will need to DownLoad Microsoft Zune and install it on your Phone (if it is not already there.) You can find it in the Apps List on your Phone.
You will also need to install it on your computer. After that is is fairly straight forward.
For the Computer go to this WebSite:
Match up your Computer's Microsoft Windows version, DownLoad and Install the correct version of Zune on your Computer. Then just launch the Zune Application. Connect your Phone to Your Computer with a USB Connection and follow the prompts. It is a little confusing at first but quite straight forward and easy if you just Browse around your Phone a bit. You can take the Default Photo Folder or get Creative and Create a Separate Folder on Your Computer for the Phone Photos.