If you're on windows 7, the "folder" icon in the very bottom left-hand corner of the task bar should show up and maybe flash. If you click on that it will open up your device with your phone memory and SD card if you have one. It should be the botton right next to the "start" button. Then just drag into "phone" or "sd" or wherever you want it.

 

Moved to the S3 section.

 

Prepare for a potential battle....

Or use something like AirDroid .

 

Why not use the built in Kies Air app? Activate the app while on your wifi network, type the URL it shows you into your windows 7 browser and then you can see all your pics/vids/etc and download/upload all you want. Its actually not bad.

 

When you plug your phone in it should show up automatically as a drive on your windows 7 computer. does on mine.

 

Unfortunately, many others have not been as fortunate. It should work, but for some reason the S3 is a tad bit more temperamental than any other USB device I have used. Many of the issues have been tracked back to marginal USB cables/ports.