Have you installed Ovi suite from nokia website?
This should recognise the phone.
If not then try plugging phone into a different USB port preferably not immediately next to the usual one as this will be on the same USB root hub. Windows will then go though the 'new hardware found' wizard.
If both of these fail then just try and navigate to the phone using explorer or try and 'manage' the phone (rightclick MyComputer then click Manage then storage and see if phone shows there.)