Misfitlimp,
From the perspective of the storage device, "RAW" or "JPG" are meaningless; it's just space on the media. Those are *formats* that will be interpreted appropriately by the product you eventually work with. I show in RAW (on a Nikon), copy the files onto my hard drive, keep what I want, delete the rest, and then occassionally edit.
Mechanically, I use (Windows XP) a set of 2 Windows Explorer sessions; 1 from the USB card reader of the Compact Flash media I use, the other for my PC/HDD. I select the images from the USB device (card reader/CompactFlash) and copy into my PC.
As has already been suggested, you might need an additional component for the product (I believe you said CS4?) you are using to manipulate the "RAW" format of the image.
I hope this helps?