You can download the current version of Nikon Transfer from http://support.nikontech.com/app/answers/detail/a_id/61

The best way to download pictures from your camera to your computer involves removing the memory card from the camera and plugging it into a card reader (either built-in to the computer or connected via USB or FireWire). This is likely to be faster than connecting the camera to the computer, and won't run down your camera's batteries.

Once the card is plugged in, it will appear to your computer as a removable drive. You can use the operating system's drag&drop facility to copy pictures from the card to the computer's hard drive.

There are also plenty of photo catalog software packages out there, some free, some not, that can transfer and catalog your pictures so you can quickly find pictures from Susie's birthday party, for example. Just do a google search for "photo catalog software".