How to connect my Nikon D200 to a computer?

I would like to have each picture saved to the computer, just after I take each picture. I do not want it saved to the memory card. Can anyone tell me what software I need and which cable?

Added (1). No problem bringing the laptop along, it will be a photo-booth setup. I don't believe the download time will be a factor, we'll see.

The term you need so you can start searching is "tethered shooting".
My Canon cameras all came with the necessary software and the cables, but I believe Nikon's don't - you have to buy it.

Anyway, you now know what to Google for, good luck.

You do understand that means dragging a lap top every time you decide to shoot - not very practical.
If you're going to do that in a portrait situation that's different but you'd still be wise, if you have the software, to record to both.

When I'm doing portraits I record to both so my client can see the photo but I have a back up just in case. Always a good idea to back up your stuff.

You want nikon camera control and a usb cable

If you are a shooter mainly, you can use your copy of Adobe Lightroom 3 to tether the camera.

After you have done this a while you will see that in practice, it can slow down your productivity and due to the short USB cord, reduce your freedom of movement. The added time it takes to write to your computer over a USB 2.0 cord will be much longer than when the images are saved directly to your memory card in the camera

I had an OCD art director who insisted I tether may camera during a fashion shoot and her constant interference threw the whole session off. The model and I were totally frustrated by the art directors constant meddling in the progress of the shoot.

During a costume change, the model and I decided to forget the art director and just shoot.

I switched to 2 gb cards and after every 20 or so shots, handed over my memory card and let the art director see what we were doing, but without too much more interference

Check it out if you wish, but in the end, collaborating with the model to produce the best photos and forgetting about those people on the set, probably will produce much better shots, just like we did when we used film and the "AD" had to wait a full 24 to 72 hours to see the results. Yes we did burn through a lot of Polaroid film to get just the "right lighting", the pestering was much less than when being told to tether the camera