How To Put Pictures From Lg Xenon Onto A Laptop? (detailed Answer Please)?

I have the lg xenon and I probably have around 150-200 pictures on it. I’m soon getting the Samsung Impression though, and I don’t wanna lose all my pictures. I have a USB cable, but when I connect it to the laptop and phone a little pop up window comes up asking me if I want to:
Sync digital media files to this device using Widows Media Player
Open device to view files using Windows Explorer
Import pictures and videos using Windows
or
Microsoft Office Word using Microsoft Office Word
I clicked on the Import pictures and videos using Microsoft Explorer option, and another pop up window came up saying that “No new pictures or videos were found on device”
Did I click the wrong thing? Why won’t they upload? If you could give me a detailed answer that would be great! Thanks!