You need a USB card reader. You simply plug the cable into any spare USB socket and each slot will show as a new drive in 'My Computer'. Put the media card into the appropriate slot and double-click on the relevant drive icon to show its contents in a new window. Then either 'drag and drop' or 'copy and paste' your picture files, to copy them from your hard drive to the memory card.
USB card readers are inexpensive and widely available. Try Tesco Extra or larger branches of Asda. They're also often found in some 'discount' stores. (I seem to recall seeing them in Poundland for, unsurprisingly, just £1). Or buy online for around a fiver:
http://www.ebuyer.com/product/161219
If you've got a digital camera (which seems quite likely, given that you're buying a digital photo frame!) a USB card reader should be regarded as a near essential accessory anyway, since it allows you to transfer pictures from your camera to your PC far more easily and quickly than by connecting the camera directly to the PC.
Chris