Step by step:
Insert your Memory Stick in your PC.
When you get the screen headed "Autoplay", leave the memory stick in the PC but close the Autoplay window by clicking on the X in the top right corner.
Now open Windows Photo Gallery and click on the two small squares (next to the X) in the top right of this screen. Now go to the top of the left panel on this screen and click on the plus sign next to "All pictures and videos". Now click on "Pictures" and all the photos on your computer will be shown as thumbnails.
Next open your Desktop screen (That's the screen that you see when you turn your computer on and is usually accessed by clicking on the small blue rectangle on the bottom left of any screen. If you hover your mouse over this blue rectangle it will say "Show Desktop)
Now double click on the "My Computer" icon on the desktop and you'll see all the drives on your computer. The memory stick which you inserted a few minutes ago will be shown as ("Removable disk" and then a letter e.g. (F:))
If you double click on this drive letter it will show you what you've got on the memory stick already, or it will say that the drive is empty.
Again, on this screen click on the two small squares at the top right. This will reduce the size of this window.
You will now have two small windows on the screen; the Memory Stick window and the Windows Photo Gallery window. You can move these windows around by holding the left mouse button down and dragging the window to a new position.
You should be able to position the two window side by side so that you can see them both together.
Click on any one of the thumbnails in the Windows Photo Gallery window and its background will be highlighted. Now with the left mouse button held down, move the thumbnail across into the Memory Stick window and release the mouse button.
Congratulations! You've performed a "Drag and Drop"!
When you let us know that you've successfully done this, please let us know and someon on here will show you how to copy several photos at once.
Hope this helps!