If you tap on the outside of the picture & hold your finger down a menu should pop up. See then if you see an option for saving the picture to your memory card or SD Card. I have used Save MMS app in the past to save pictures,but that saves to the memory card.
After you do that & save it. Just hook up your phone to your computer with a usb cable. Go to start-->my computer-->removable storage-->your phone. Look in the gallery or picture folder for the picture(s). Just drag & drop the pics onto your desktop or where ever on your computer
