JVRudnick,
I believe in the list that pops up one of the options is "Do Nothing" or something similar. Then at the bottom there is a check box for always do this when this kind of device is connected. You will not be prompted after that. However, you should still take the time to import the pictures from time to time off of your iPhone. You can do so by right clicking on the iPhone in My Computer, and choose how you want to import the pictures.
However, if you connect a digital camera in the future, you won't get the pop-up then either, and will have to go to My Computer and right click on the camera.
Hope this helps,
Nathan C.