NICE!!! Thanks for your help!!!
All the options listed above are a good backup!
The reason why iPhone doesn't show up in the finder is because it is connected to Edge or 3G network at the time you connected it to your computer.
Edge or 3G don't have/create static IP's for your phone.
The best thing to do is to create a network with your mac and then connect to it in your iPhone (you can also try connecting to any wifi network if available)
And Voila, your iphone appears under the shared section in your finder. If it still doesn't you can try all the other solutions listed above.
[how to create network]
On your Mac go to airport icon on the top-right screen -> choose create a network, name it anything then press OK (don't mind any other stuff). Then on your iPhone goto settings -> WiFi -> (turn it on if it's not) then select the network you created !
Open the finder on your Mac and there's your iPhone.
You can actually see it disappear if you discontinue the network and on the iphone invoke the Edge or 3G network by opening a page in iphone safari.
Of course you have to Eject your iphone drives first then Reconnect iphone.
Open the finder and it's not there !
Remember you need to be in WiFi mode!