I hate to ask the simple questions, but have you installed the software? If so, start the software, then plug your phone in. If not, install the software, then plug your phone in.
Even if no software (Desktop Manager) is not installed, you should still be able to connect the device to a pc, and copy and paste, per se'...
Option / media - make sure your media card options are on. And when you connect to the pc it will ask if you want to turn on 'mass storage' you MUST say yes...
Alternatively, install Desktop Manager 4.2.2 or 4.3...
^^^^ Interesting. Mine didn't (and doesn't) work that way (BES), I couldn't even properly charge mine via USB until I installed DM. Company security policy perhaps?