You can use the camera to send the files to your computer with the supplied USB cord. I found it easier to buy a ~$20 card reader that plugs right into the fromt-mounted USB connection on my CPU.
That's probably going to be the fastest transfer method, as long as you get a USB 2 reader (and have USB 2 ports on your computer).
One thing to be aware of - the six-in-one readers found in a lot of systems (including my high-end HP desktop) are only USB 1 - no faster than transferring via the direct camera-to-USB connection.
Not that I'm too bothered if the transfer takes half an hour. The only time I'm likely to care about speed is if I'm out in the field, when I will probably be loading onto my laptop using a PCMCIA adapter, which should be able to transfer a little faster.
USB 2 That is two USB 2 ! - USB 2 HIGH speed is just a certified USB 1.1 !! - USB 2 FULL speed is THE real new USB 2.
Michel