Does your Sony camera come with a driver CD that came with it?  You might be able to load the driver from that disc and then Windows will better be able to recognize the camera.

Alternately, you could always use a card reader and skip the whole direct-connecting-your-camera thing.  Personally, that's the route that I go with all my pictures and I find it much easier.

No stupidness to excuse, Chris.  This is how we learn this stuff.

A memory card reader is a little device that plugs into one of your computer's USB ports (most PC's that are newer than 5 yrs or so have at least a couple USB ports).  The device has several slots in it that can accomodate the different types of memory cards that digital cameras use - compact flash, SD memory, XD memory, etc.  In your case with the Sony DSCW100, you'll need a card reader that can support "Memory Stick DUO" or "Memory Stick DUO Pro" cards, which is what your camera uses.

To use one, you'll just plug the card reader into one of your PC's USB ports.  I just keep mine plugged in all the time and sitting on my desk.  When you want to view or transfer pictures from your camera to your PC, just take the Memory stick DUO card out of your camera and put it in the correct slot on the card reader.  Your PC should recognize that a card's been plugged in and will let you browse or copy the image files that are contained in the card.  Piece of cake!

As for getting one of your own, you can find them at all of the major electronics retailers like Best Buy or Circuit City.  They're typically between $15 and $30.  Just make sure the one you get supports your type of memory card.  Here's a link for one I found on Amazon (it does support Memory stick DUO and Memory stick DUO pro) as an example.

Let me know if you have more questions.

Chris