You could be having an incompatability issue between the camera's drivers and the version of Windows you're running. First thing to make sure of: did you turn the camera on? (some people forget). Second thing, is your cable good?
If you connect the camera to a usb port, windows should detect it right away, as another drive (look in Computer, the folder for your drives).
If you install the camera before you install the CD, it causes problems, as these people explain in this blog:
http://www.computing.net/answers/windows-xp/cant-get-digital-camera-to-install/126152.html
You might try uninstalling and reinstalling the CD, sometimes that works. Go to Control Panel, Uninstall/Reinstall, and select the camera program.
Good luck, hope this helps, and thanks for using FixYa.