Best way I know of is with a data transfer cable. You might be able to get one from your service provider (they might call it something else, like a "mobile office kit).
A better option might be
Susteen , the people who make the cables for the service providers. Their cables are often cheaper (not surprising, since the others are resellers), and they have a "universal kit" which includes cable attachments for just about every major phone on the market (and you can get attachments for older or less popular phones for a little extra).
The cables are expensive, but there's a lot you can do with them. Transfer files (pictures, ringtones, music, etc) to your phone, upload pics from your phone, manage your address book (save a backup to your comp, type in the numbers with a real keyboard, etc), and, my fave... use your phone as a modem so you can connect to the internet when you're away from home.
Hmm. Looks like Nokia
sells one for your phone . And, surprisingly, Susteen only supports the Nokia 5300 via Bluetooth.
But that does take me to your other two options.
One is to use your phone's internet browser to download the content directly. If it's not compatible with the boards, see if you can maybe upload the pictures you want to a site that is. That's going to be slow downloading, though, most likely, and you'll be charged for the net access time.
The other is to see if you can wirelessly connect your comp to your phone. For example, if your phone and your comp are both Bluetooth compatible, you might be able to get them to talk to each other. Or, if your phone is capable of connecting to wireless internet (as opposed to mobile internet through the phone company), you might be able to establish a network using a router or something.
Oh... and one other option. Nokia's site mentioned something about a memory card slot on your phone. If it does have one of those, you could just put the files on a memory card and plug that into the phone. You'll probably want the memory card anyway, to make the best use of the phone, and USB card readers are handy to have. Easy to find, too, at your local Target or WalMart or Radio Shack or whatever.
