You should try rebooting with the camera connected. On my linux pc I have found it helpful to switch my hp camera on while the pc is booting, seems to notice it more reliably that way. The old zip drives used to require a reboot after connecting the cable and switching on the drive.
If the removable disk does not appear when you open "My Computer" in Windows, it is possible that the USB drivers are not installed correctly. Update to the latest version of FinePix Viewer (including the USB drivers). To update FinePix Viewer, you must have the software from the CD-ROM bundled with the product (Utilities for FinePix) already installed. As an alternative method to updating the software, you can also reinstall the USB drivers. The USB drivers can be reinstalled by installing the software from the CD-ROM again. If the removable disk is still not displayed after the above measures have been taken, check the following: Windows system checks 1. You should be using Windows 98, Windows 98SE, Windows ME, Windows 2000 or Windows XP. 2. The Windows XP USB drivers are supported as standard system drivers but are only compatible with Software for FinePix versions 2.0 or later. If you are using an earlier version of the CD-ROM, an update to FinePix Viewer is required. 3. The software cannot be installed properly from "Scanners and Cameras" in the Control Panel. Digital camera checks 1. Check that the digital camera can play back images on its LCD monitor. 2. On digital cameras with the PC Camera function, select "DSC" as the USB setting. (Refer to the Owner's Manual for your camera for information on specifying the camera settings.)
Usually answered in minutes!