When doing the downloads, is there anything on screen near the top to indicate what program is being used? You could try Ctrl-Alt-Del - that should take you out to a system menu that includes Task Manager which, when selected, would get you back to the desktop and can see what programs are running.
Does your computer have a slot for SD cards? If so then you can access the photos on the card just as you would any files on a memory stick. That has always been my preferred means of transferring pics.