Press the Windows key (between ctrl & Alt) and the letter E, this will open Windows explorer, navigate to the memory stick with the photos on it (should show as a removable drive F: etc), find the folder with the pictures and right click on it, you should then get an option to copy, select that and then navigate to My Pictures in My Documents and right click again and select paste and it 'should' copy everything across. This is all predicated upon using Windows XP as that's when I stopped being a Windows user but should be pretty similar at least up to Windows 7.