I'm sorry you think it's a silly question. I did read the guide and it doesn't say how to set it up as a new device without deleting everything. Next time you find a "silly" question maybe you can just move on so it doesn't offend you instead of judging without helping.
To everyone else
Thanks for your advice and links, unfortunately nothing seems to answer my question.
Here's my situation:
1) Bought a new iPhone from Verizon last month
2) The iphone activated without me having to connect to iTunes
3) In the interim, I took photos, downloaded apps, texted friends, etc
4) I wanted to load music, so I plugged it into iTunes
5) iTunes wants me to set up as a new phone or restore from backup, but the only backup file is from an iPod I have
6) iTunes doesn't give me the choice of backing up my iPhone (when I right-click on the device all I get is "eject" and "restore from backup")
I also tried checking "Prevent iPads, iPhones, and iPods from syncing automatically" in iTunes
I just want to put music on my phone but can't seem to get past iTunes wanting to set it up and I'm afraid it'll delete everything if I do.