are you by chance connecting your iPhone through an external USB hub? Mine wouldn't show up when I was using mine and then checking through the documentation provided with the iPhone it said it was better to plug it straight into the computer seeing as some USB hubs do not have enough power (this was probably my own fault since I don't plug in the AC adaptor I have for the hub). Anyways, besides that I don't have another guess. Hope you figure it out.
Yes, good thought above.
Check your USB cable.
Does it charge the phone when you connect the usb plug? Does your computer recognize the iphone when you first plug it in?
Is the phone activated? Did it ever work before? Did you try a different USB port, different PC.