Q: Can't Download itunes update

I can't download the latest version of itunes. What am I doing wrong? When I click download, it gives me the thank you for downloading itunes message almost immediately. Then when I plug in my new ipod to do the set up, it tells me I need a version of itunes 10 or later to set up my ipod. My computer doesn't seem to be recognizing that I have plugged in my new ipod either. It doesn't show up in the Computer list as a removable device and it doesn't show up in my itunes under devices. HELP!