Old phone cannot connect to computer, the "computer connection" icon appears on phone
Here is how I finally got the photos.

I called various cell phone stores and asked for if they have a Cellebrite machine, a phone forensics machine that can get out contacts, pictures, and videos out. An AT&amp;T store has it. So I went there. 

The machine failed to connect to read from the phone twice, but it worked the 3rd time!! I got most of my pictures out. A read failure occurred twice during the transfer. Once I hit "retry" and it continued to work. The second time, it actually stopped. But I got the important photos out and I was so happy!

I transferred the photos to my iPad. But You can transfer it to another phone. I tried transferring to my USB drive, but a read failure occurred as well around half way. After I checked the USB drive, it didn't have any pictures on it. So be careful if you choose that option.

Btw, I don't know why the machine couldn't get my audio out. But those were not important. So I don't care.