Time to explore the camera manual... Suspect it is likely to an option in the camera itself. You probably have an option to configure it as "Mass Storage" or something else, I can't quite remember. Requirement differs for various operating systems.
However, a far better way, is to use a card reader. They are small, cheap, idiot proof and do not use the camera internals at all. The USB 2.0 readers are almost always a LOT faster than the camera method, too.
Conan
PS Muggins got a bargain last week. 4GB high Speed Compact Flash card (100/133X) for £95. If anyone needs one, PM me for details.