Weren't you sup[plied with the Canon software?
This excerpt is from a long-gone post by author Bruce Fraser:
Bruce Fraser - 4:17pm Jun 14, 04 PST (#5 of 21)
Opening files directly from the camera is a bad idea for a variety of reasons*, and it most certainly isn't faster than using a FireWire or USB2 card reader.
• Drains the camera battery
• Runs the risk of the software you're using to open the images writing to the card and destroying the format
• Runs a small but significant risk of USB power frying the camera
• Slowest method known to mankind of getting images off a CF or SD card