First, I would use a card reader and not a direct connection to the camera. When a Nikon camera is connected to a computer, the camera is only powered by the camera's battery or power supply and not the computer. So it is possible the camera will die during a long transfer when a battery is less than fully charged.
Also many transfer programs have an automatic delete and reformat option after transfer that has bitten more than one user when a transfer goes south. Nikon Transfer has had more than 2 versions that have corrupted transferred images. The most recent issue is with Nikon D800.
With critical images, make a fully separate backup on a CD or DVD before any transfer for editing.
With Window's Explorer or Apple's Finder application you can create unique folder for each set of images and there are many utilities that can perform a mass rename or images in a folder or selected files. I would also not use or modify the media card in any way until you are satisfied that all of the images have been successfully transferred and you no longer need the original images on the media card.
Most PCs place the images in the "My Pictures" folder within the " My Documents" folder. The exact name of the folders is dependent upon your login name.