Cannot correctly install my camera to my ...

I installed the software just like it said on the manual. However when I followed the instructions for installing the cameras it doesn't work. The instructions say that after I connect the camera to the computer and turn it on, a pop-up menu appears on the right part of the toolbar. Once that menu disappears the camera should be installed. This is were the problem for me lies because after that pop-up menu disappears a dialog box appears that says Found New Hardware. If I try to install the camera using this it doesn't work and my instructions make no mention of this occurrence for Windows XP.

nothing pops up on the computer screne when i plug in my camera!!