[willbarraclough]

I only worked this out this evening as I needed to perform this task myself.

Quite simply on windows xp as I am not yet a vista user, though it may be the same solution, go to my computer > click 'Apple iPhone'

All your images are stored in there, but you cant yet access them. What you need to do is select the ones you want to copy, right click, and select 'Save to My Pictures'.

Clicking this will automatically copy all selected images to your My Pictures folder and then you can do what you wish with them.