In the past I've always copied pictures from my cannon S5 IS, by opening up Windows Explorer, navigating to the camera, copying the pics to my editing directory after opening it in explorer, then deleting the pictures from the camera. Today I just got sick of all the mindless clicking.
An automated way to do all that exists with just a few clicks in windows xp. Plug in your camera, select "start/Settings/" then left click on "Control Panel" and select "Explore". Click on "Scanners and Cameras".
A window like this pops up.
Right-click on your camera and select "Properties", then the "Events" tab.
Select the directory to copy the pictures and check "Delete Pictures From Camera after saving them" and you are good to go.