Your laptop seems to be running a default program which you don't need anyway.
Close the pop-up box. Go to 'My Computer' and double-click on the icon for the card.
Then follow my instructions from above. The only exception is that you might want to create some new folders within 'My Pictures' (or wherever else you store your images). If so, when you've got the 'My Pictures' (or whatever) window open, go to File>New>Folder. Type the name of your new folder (e.g. 'Party') and hit 'Enter' twice. Then you can select your photos from the card window (as above) and drag them across to the new folder.
Doing things that way will be incredibly quick but it won't rotate, rename or crop your photos. However you can do that afterwards, either by using the Windows Picture Viewer (cr@p!) or with a decent image viewing program, such as Irfanview:
http://www.irfanview.com/
Chris