It's just the same as moving any files between folders (or drives) on your computer.
Go to 'My Computer'. Double-click on the icon for the card reader. (If your card reader has got several slots it will probably appear as several different drives. If you're not sure which one to use, just double-click on each one in turn. Most will just produce a message telling you to insert a card. When you see a folder icon, or your actual image files, you've found the correct drive icon).
When you double-click on the correct icon you'll probably see a folder icon (rather than seeing your image files straight away). If so, double-click on it. If you then see another folder icon, double-click on that as well. (The folder structure varies depending upon the make of camera used, but you'll get there eventually!).
When you see a list of files, click on Edit > Select All. Now you can either 'drag & drop' your files to where you want them on your PC, or 'copy and paste' them. I'll illustrate the latter option.
Right-click on any file. Select 'copy'. Now go to the location where you want to put your files. (e.g. 'My Pictures'). Right-click on a blank space within the folder and select 'Paste'. Job done.
Chris
PS: If you want to create a new subfolder, within 'My Pictures', to store the images from your card, follow the instructions above but when you get to the point where you see the contents of 'My Pictures', right-click on a blank space and select New > Folder. Type an appropriate name (e.g. 'Holiday 2008') and press the 'return' key twice. Then right-click anywhere within the empty folder, and select 'Paste'