Well, ok, here's the part I don't understand. When I was first setting up my phone, it asked me if I wanted to store backups on my computer or iCloud. I selected my computer, since the space isn't limited like it is on iCloud. I assumed that, since I selected my computer instead of iCloud, it would back up my pictures and videos there.
So you're telling me that if I back up to iCloud, then it will store my pictures and videos, but if I back up to my own computer, it does not? That seems silly...
Maybe I should just call up Apple support or something.
Here's how to import them depending on your OS: http://support.apple.com/kb/ht4083