A few things to check. Windows has an "autoplay" box that opens when you insert removable media. Make sure any options such as "automatically import pictures" is unticked.
I think programs such as Windows Live Photogallery also have an "autoimport" feature that grabs pictures as soon as the program is started so if using something like that make sure it is turned off there too.
When you insert a card either use the "open files" option on the box that appears when the card is inserted or, navigate to "computer" from the start menu and just click your way through the CD card which will be showing there and drag and drop any pictures over to the left hand "Pictures or My Pictures" folder.