Conveniently: Apple makes this a pain in the a**! Really, there is no easy way to do this with just an iPhone that I know of. Last I heard you had to transfer the files from computer to computer by some sort of media. CD, DVD, Storage Device, or network transfer are the ways I know of. Sorry!
Check this out:
http://docs.info.apple.com/article.html?artnum=300173
Just learned about, it might work!