You will need to check your manual for download instructions not all cameras are the same however, if you have the camera software installed try following this work flow.
First make sure your camera has enough power to complete the download, turn off the camera plug the USB cable into the USB port on the computer then the mini USB on the camera. If you have been turning the camera on this may be part of the problem a lot of cameras use the playback button to transfer pictures from the camera to the computer.
Diagram of play back button
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