you have skydrive installed on your computer, or you are downloading from the skydrive website? If you have skydrive installed, and have selected your camera roll to sync to your computer, it will show up on your computer as soon as its uploaded to skydrive. there is no downloading, its automatic.
You have this installed:
Microsoft SkyDrive - Microsoft Windows
not the metro-side app, right?
i'm not sure what your problem is, i use this feature daily and in my experience its much more reliable than iCloud. i take a picture and that picture is automatically uploaded to skydrive and since i have skydrive desktop app on my 3 computers its automatically downloaded to all 3 of them. In fact, for this post I decided to time the entire loop. From the time I clicked the shutter to the time it was downloaded onto my computer (all automatically, all i did was watch the folder and wait for it to show up) was 25 seconds. with iCloud there were frequent outages and times where it wasn't working and i haven't experienced a single problem or outage with skydrive.
show me a screenshot of your skydrive settings menu with what folders are syncing, do you see camera roll?