Welcome to iPhoneForums, Tyrohawk!
Which OS - Vista, 7 or 8?
Usually you connect your device to the computer, using the cable that came with your iPhone. If iTunes opens, ignore it.
In Windows 8, open the Photos app and import the image(s).
In Windows Vista and 7, click the Start button, then select "Computer" and look for your iPhone, click it as well. Choose "Import pictures and videos", then select "Import".
Hope that helps.