You don't need any additional program at all. It's already in your computer. The File Manager. It's part of the Operating System. Microsoft calls it "Windows Explorer" which is more popularly known as "My Computer". It's called Finder in the Mac. In Linux, it is known by many names, Konqueror for one.
After you connect the camera or the USB card reader with the memory card in it to the computer through a USB slot, the computer should automatically recognize the new drive. It will appear in the File Manager as a "Removable Storage Device" or something to the tune of that. Just open it to see the files stored by your camera. You can then copy, move or delete files to and from the memory card or camera to the computer as you see fit. To see the contents of each file, you only have to double-click it.
If you are having troubles connecting your camera to your computer, go here.
Now you know!