How do I download photos from my iphone4S to my computer?

When I plug my phone into my computer the autoplay box comes up and 2 options for importing photos come up. They are 'Import pictures and videos using Windows' and 'Import pictures and videos using Windows Live Photo Gallery'. Also when I click on 'Open device to view files' it says I have nothing on my device. I have tried both and it always says that I have no photos on my phone. I am confused because I have 392 photos on my phone..... If someone could please help me that would be great!