Just use Image capture (in apps) to pull the images off. You can choose what images you want and see thumbnails. It will also download the movies. The default setting puts the images in your pictures folder and your movies in your movies folder, but you can change that.
My suggestion is to create a new folder named something relevant, then drag this to your iPhoto's album pane, which will create a new album named after that folder. You can then delete the original download folder (if u want), because iphoto will copy them into its library and you'll have 2 copies of the pics.
BTW, iphoto can not display movies. I suggest using iView Multimedia or the *free* Kodak easyshare software which allows the viewing of movies and lots of other goodies. Both allow importing from your camera within the program.
One other thing of note- there is some cool software (free) called Gallerie that works with iphoto, giving you much more control of your web site, if you publish stuff frequently.