How to save pics from F drive on my computer?

Hello,

I've done this a million times before, but for some reason, I couldn't get it to work this morning... I inserted the memory stick into my computer and it came up properly, meaning I could view all the pics and the content was right there. But every time I tried to copy photos and place them in a new folder to store/save on my computer, it kept flashing a screen asking if I wanted to make a duplicate copy, write over the existing copy, or cancel. I tried all three - it simply keeps re-saving them on/as F drive, meaning once the device is removed, the pics are no longer on my computer (obviously). How do I tell it to make copies of the pics and store them either in "Pictures" or in a new folder on my computer???