How to download all photos & save to external hard drive

The way I used to back up my iPhone (6 months ago) does not work anymore. I would plug in my phone and be able to open the files in the control panel/iPhone folder and I would copy and paste the photos into an external hard drive so I could keep all of my photos in one place and then I could delete them off of my iPhone.

Now, this doesn't work. I have tried on 3 different pc's. And even though I pay for extra storage through iCloud, if I delete the photos off of my phone it automatically deletes them from my iCloud - So as of right now I have no way to remove & save my photos. Help?