Connect to PC nothing happens

I have been reading these forums and I have tried everything. I just got my iPhone and i connect my iphone directly to my PC and nothing happens, no beep, itunes doesnt pop up, nor does it show ANYTHING was plugged into my computer. It like i just plugged in the USB cord with nothing on the other end. I dont know if im wasting my time, but im really getting annoyed and am about to return this tomm. if i cant figure out what the heck is happening.