I have an HTC One X and don't bother with the Sync Manager software. I didn't bother with it for the Desire I had previously either having encountered the same problem that you report!
In both devices photos are stored on the SD card but visible as part of the normal file structure (i.e the fact that they are actually on physically different media to the Android operating system is hidden from the user). My One X connects as a G drive, so single photos are found in G:\DCIM\100MEDIA and those taken as a rapid-fire burst in G:\DCIM\100BURST.
Hope this helps.