I'm not sitting in front of my home PC so I am doing this from memory.
Start up iTunes on your PC
When you plug plug in your 3GS you should see it listed on the left side of the iTunes window under DEVICES. I've called my iPod "X's Ipod"
Click X's Ipod or whatever you have called your 3GS.
The next screen will show you info about your 3GS i.e. how much storage is free, how much is taken up with music, videos, photos etc. Here you have the option to say sync all the contents of your 3GS to iTunes.
ENSURE YOU TICK BOX 'Manually manage music and videos" Otherwise iTunes will wipe your 3GS and replace it with the content from iTunes which in your case will be nothing. I learnt the hard way about this feature :(
Click 'Sync' (bottom right corner).
The iTunes will now put all the contents of your phone onto the PC. The status bar at the top of Itunes screen will tell you how long it is taking. This will be the first time for you so lots to sync so now is a good point to go and make yourself a cuppa.
Once that is done, click on the icon that is next to 'X's iPod' or whatever. This will eject the 3GS (never unplug your gadget without ejecting it first. Its like pulling the plug on a PC will PC is in the middle of something)
Plug in 4S. Under DEVICES you will see 4S. Click Sync and iTunes will put your 3GS stuff onto your new phone.
DP hates iTunes so we also have a peice of software called Sharepod. Its free to download. I don't recall the URL but just google it. It is not as fancy as iTunes but if all you want s software that will move your content on and off your Apple gadgets then this is for you. Very, very simple to use ... unlike iTunes.