Hi NocturnalMe,
Thanks for using "My Phone" Service. The current behavior is to download one photo at a time. I understand that it is time consuming to download photos one at a time especially when there is a huge number of photos to be downloaded.
Instead, the photos could be shared easily to windows live, facebook or myspace and take advantage of the rich photo management capability extended by these sites to download to your PC. I know that this is one additional step but at this moment, this is an alternative.
Thanks,
Paul.