I don't get my pre-ordered Hero until it is released for sale in the USA on Oct 11, so I can't help you, but do you have the User Guide? It should tell you in there. I have been trying to find a User Guide online to get a head's up on how this mobile marvel works, but have not been able to locate one anyplace.
I have noticed a sad lack of chatter about this phone on this forum

, but maybe that will pick up as we get closer to the US release date. The Palm Pre Forum was ablaze several months ahead with hopeful users anticipating its release, but has slowed down a lot the last month or so after two to three months in users' hands.
I will be happy to help with this question of transferring pics, etc., as soon as I get my hands on my Hero.