Yes you can is the answer =)
There are four ways..
1) Bluetooth
2) InfaRed
3) Direct Cable
4) Memory Card Reader
When i had that phone i used bluetooth, i had a bluetooth on my laptop. If you dont then you need to buy a cable from the phone shop. Or you can get the memory card reader for MMC. MMC will slot into SD Card readers, i got one for a few pounds of ebay, sure there not too much more in the stores.
Its real simple once you have the connection method, and opens up a whole new world with your phone, as you can add ring tones or games and even applications, as well as back up those pictures.