Personally, I move the pictures to a "Shared" folder on my home network using Astro File Manager with the SMB module (downloaded from the Android market).
Alternatively, when you plug your phone into the computer, the phone should give you the option to mount the SD card. Then find your phone using the "windows explorer" on your computer. Double click the "my computer" icon and your phone should be listed as an external drive. The pictures are in a folder called "DCIM".
I think this is about right. I may have left off a detail or two because this is not the method I use.