daleyj,

Typically with any MMC device, if you access and drag-and-drop the photos from the camera to your desktop, the files would still be left on the camera's memory card.

If you're using software to transfer, then the transfer itself may (sometimes by default) erase the pictures from the memory on the camera. This should be an adjustable feature so that the pictures aren't erased as you transfer them over - usually a settings in the Options menu of the software's toolbar.

Are you using the photo software that came with the camera?

--HDTech