This problem has a very simple solution. It seems that the Pocket Recorder application is saving the recordings to the device's folders or SD card. This means that in order to transfer your recordings from your Nokia device to your PC, you can use Zune. Zune is a program that can help you sync data between you mobile device and a PC. You can download Zune from the official website. After you set up the program, your recording should appear in the media section of your Nokia device and you should be able to transfer them to the PC.