restoring from itunes backup

I believe I restored my phone and now It's on the "Set Up Your iPhone" screen. So when I click on "Restore from iTunes Backup" and connect it to iTunes my pc backs it up or whatever and then after it finishes which only takes about 1-2 minutes my phone will still be on the "Connect to iTunes" screen. And I keep unplugging my phone from my pc trying to see if that will make a difference and the screen will go away and it willl come back on but it doesn't. Any suggestions on what could be the problem? I really don't want to have to set it up as a "New iPhone" and have to start all over. And no I don't have a wifi connection that's why I was trying to avoid having to set it up all over again. But I might just have to. Anybody know what the problem could be? Or do I have to wait a certain amount of time after it syncs to my pc to give it some time to come back on?? PLEASE HELP!!!