How to add pictures from my computer to my IPhone 4?

I know how to connect my phone the computer but when I went to drag and drop the picture I wanted to add to my phone the pictures won't go to my phone. I have the same problem trying to add the pictures from my phone to my computer. IT's like something is turned off and I can't figure out what it is.

You need to do it through iTunes and it will sync the photos across