You have the latest version of iTunes installed on your computer ? If you do, and your phone doesn't show on the left-hand sidebar of it when connected to it (you can enable the sidebar via option-command-S on a Mac, control-S on a PC), then see if these troubleshooting pages help :
PC : http://support.apple.com/kb/TS1538
Mac : http://support.apple.com/kb/TS1591