Also, when I connect my camera and turn it on a message comes on and says that the camera is connected. But below that it ask for a program to launch it and there is nothing to select. Is this because I do not have anything installed to run it?
Yes, that's probably why you can't launch it because you don't have the software. But at least it's now connecting. So try this:
I'm assuming you have a Windows Operating System.
Connect the camera and make sure you have the memory card inserted.
Double click on "My Computer" and see if there is a "Removeable Disk" icon for the camera, similar looking to mine (please note that I have a multicard reader, so there is an icon for each type of memory card:

Next, double click on the icon until you get to the folder which contains the photos you've taken. Then drag and drop the folder onto your icon. Your folder will look different than mine because I have a different camera.
An important note of caution: DO NOT erase or format the memory card with your computer. Only format the card in the camera.
Does this work?