Its a feature they threw onto the machine to justify another sticker on the feature list, its about as basic as it could get and not much use.
You need to use the Media eLinker or Media Controller software to upload them. Media Controller is better on most PC's, you should try it first. For the 1st few runs make sure the 9200 is not recording, the 9200 can crash using either programme but its much more likely with Media Controller (8 out of 12 tests for me). eLinker generally just screws up the transfer.
Make sure you have a recent firmware upgrade, all revisions have broken USB support but its getting to 95% reliable (video transfers) by 1.00.10.