Well, in general all of the CD-Rs that come with these cables contain outdated, or simply incorrect software for your phone.
That said, what you describe sounds normal. Here's why...
The OEM version of the 8910 has unblocked (or "uncrippled") firmware, allowing the program to do what you were expecting. However, a lot of the customized firmwares for each carrier that has the 8910, hav blocks and disabilities written in at their request.
The phone is made by Curitel, and distributed by Audiovox/UT Starcom. Although there is a version of Curitel's PC Sync for the TX-115C (aka the 8910), a lot of it's functionality is blocked because of the carriers. That said, it's worth installing, even if just for the drivers you'll need for the other programs you'll need to transfer those images.
Firstly, let's make sure you get the right version of PC Sync, here's the one for your phone:
http://www.curitel.com/UploadDATA/mf_down/TX115CPCSync.zip
Uninstall what you installed from the disc, and then install that.
While crippled, PC Sync will allow you to backup/edit your messages, contacts and calendar.
To transfer images, you'll need BitPim or QPST.
BitPim:
www.bitpim.org
QPST: (you'll have to search for this one

)
Reboot after the install of each program. Then connect the phone when done. Some carrier versions of the 8910 require you enable USB DIAG mode before connecting the phone to the PC. Try without doing this, but if the phone isn't recognized, disconnect the phone, then enable it via ##7678 on the keypad before reconnecting.
To use QPST, you may need to know the MSL code of your phone (Try QPST without it first to see). An MSL is specific to a model of phone on a specific carrier. (You didn't say which carrier your 8910 was on) You can retrieve the MSL off your phone with BitPim by browsing to the nvm/nvm folder and copying the nvm_0002 file to your hard drive and opening it in notepad. The second six digit code will be your MSL. You'll use that code in the SPC field of QPST. (Just replace the zeroes with it)
You'll use the filesystem tab in BitPim, or EFS Explorer in QPST to get to the pictures. Just click the + to expand the filesystem tree on your phone. (The newest release of BitPim requires you activate filesystem tab view. (View/View Filesystem))
If you have any problems when starting the programs, just make sure they're using the correct port in their settings fields. It should be the Curitel Packet Service Port.
Browse to the Camera/Photo folder, and either copy over individual photos, or copy over the entire folder to your HD.
For ringtones, you'll likely have to overwrite ringtones already on the phone, unless your model has BREW. (You never mentioned the carrier)
For more specific info on ringtoners, check out:
http://vox8910.50webs.com/ringtone.html or
http://audiovoxhack.com/Ringtones.php
That's probly everything you need to know. Good luck.