Make sure the connector isn't dirty, blow it out. Make sure the cable is nice and snug, are you using a dock? If so make sure the connection in the back is good, try a different cable. If all those work fine with another computer, make sure you have the latest version of itunes, 9.02 and latest firmware for your device.
You didnt mention what version of windows you have. Win 7 64bit is known to have issues. The list goes on and on but one of those should help you out.