Are you on Windows, or a Mac? On Windows, open an Explorer windows (right click on start button -> Explorer) and see if you have a new drive added. It may say something like "G:\USB" or "F:\DCMxxx". C: should be your hard drive, D: your CD-ROM/DVD. Anything else is either a restore partition or additional drive space.
Drill down until you hit the folder with all of the jpgs in it.
On a Mac, you can either open a Finder window and check on your desktop for a new icon indicating that you have another drive mounted on your machine. As above, drill down until you find the jpgs.
I have Windows 7. I also have an external hard drive where I try to store everything. I will do as you say, and if all else fails (OE, of course) I will email them to myself. If I can figure out how! LOL!
Thanks, guys!