Sony dsc s500 and a sandisk 4gb ultra II memory...

There is no way to do that since the internal memory is designed to only output to cards, not the other way around. Fortunately, this should not be a problem.

In general, the best way to transfer photos to your computer is to use a card reader - it provides a standard interface that the computer will recognize, it saves wear and tear on the camera, and it saves batteries.

I use Meritline.com for things like this because they are cheap and reliable, but please don't think there aren't hundreds of other places to get one from.

To help you, here is a link to the page at Meritline that lists card readers. Note that many have free shipping:

http://meritline.com/readers.html

This is a relatively cheap one with free shipping that will handle just about any card form factor except compact flash:

http://meritline.com/all-in-one-card-reader-black-transparence.html

Good luck.