Assuming your PalmDesktop disc is similar to that for my Tungsten E, it opens to "Discover Your Handheld." Select "Install Essential Software", then pick and install the items you want from the list on the right (or left, for that matter.)
BTW, it is a little deceptive...The "Install All" button on the lower left seems to only install the programs on the upper left. The others have to be installed (and usually registered) one at a time.
As mentioned before, if our software are similar, you would want Kinomo Player for video, RealOne for audio, and Palm Photos for...well...you know...
[Hopefully your photographic equipment uses SD storage, which would really facilitate your viewing...]