I use a D90, shoot RAW + Jpeg, use 'my computer' file mgmt and a SD card reader to transfer files from the card to my hard drive. No problems, both JPEG and RAW are present. Depending on your software, you might not be able to see thumbs of the RAW files but you should see that the file is present.
I do not start using lightroom or PS until after all is on the hard drive.
How are you attempting the transfer? You should be able to "select all' in a folder full of pics on the SD card and drag/drop to your destination and get all files, regardless of format. Or drop/drag the entire folder and rename it once on your computer. These do not work for you?
Are you connecting the SD card via a card reader or using the camera and connections from the camera to your computer?