HELP! My I Phone 4 is stuck on "Connect to Itunes Page"

Ever since I updated my iphone 4 to the newest IOS, I needed to complete the setup stuff and then I get the option to either, start a new phone, restore backup using icloud and restore backup using itunes.I selected restore bacup using itunes since my backup was saved on itunes and it just said "connect to itunes" when i connected to itunes, I restored my iphone to my last backup and after the process is finished and my phone restarted, nothing new happened as I had to complete everything again and nothing different happened. When I got to the point where i need to connect to itunes again to restore backup, Nothing happened. Nothing instructed me to do anything on itunes and I don't know how to get to the main screen of the iPhone. PLEASE HELP!

I am currently using latest Itunes