I also plug my camera in directly. I also import into Kodak Easy Share software first.
It would seem to me that the photos should be on your computer, somewhere. I'm on a PC now so can not "try" different mac scenarios but will do so when I get home tonight.
You might try taking a picture, download it to your computer and write down exactly where you are saving it to. Then go to that file and I bet all your pics are in the same file.
Will post more later and I've PM'd Masaki who is a mac power user to come look here.