Highlander,
welcome to the forum 
still, I'd research that card reader.
It can be bought in any half decent PC store or online. It's a little box at an USB cable that you connect to the USB port of your computer, normally it should install itself (depends on your version of MS windows), maybe you'll have to install a basic driver.
Then you just get the card out of your camera, put it into the reader and you can access the reader like a harddisk or floppydisk and just move or copy the images to your harddrive. Best thing is if you are at a photo session, you can shoot with your second CF card (suggest to get one with the reader, preferrably a bit bigger, like 2-4 GB) while the first card downloads.
Only thing to watch out for is not to use brute force when putting your CF cards into either the reader or the camera. Some forum users have damaged their cameras, although that is actually really hard if you are able to accept that some things are moderately delicate...
Best regards,
Andy