It sounds like you are stuck in a program and cannot exit/close it? For this issue, I would suggest "Force Quitting" the program.
- Hold down the keys "Command", "Alt/Option", "Escape"
- A small window will pop up
- Disk Utility will show up as one of the programs open
- Click on disk utility and click "force quit"
Now it should close that program automatically.
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As far as your canon goes, do you insert the memory card into the memory slot in the back of your mac? When I do that with my Canon's memory card "Photos" automatically opens up and gives me the option to import photos. I also have Aperture 3 installed so that pops up as well.
If you want to do this manually:
Just click on the image of your memory card that pops up on your desktop and open the folder titled "DCIM"? and then find the folder you want to drag and drop images from.