I can't transfer all my songs from old iPhone 4 to iTunes library add to new Windows computer

I have a new computer with windows. I downloaded iTunes and hooked up my iPhone 4 but it will only transfer recent purchases. I want all my music transferred, my music shows up while the iPhone is connected but as soon as I disconnect it goes away and only the recent songs I purchased on my iPhone are available. How do I get all my music to sync to the library without deleting everything?