Your using the supplied cable right instead of inserting the Pro Duo memory stick in the computer? Do you have pictures on the camera? (seems dumb but gotta ask).
Your camera should show up with a drive letter and be browsable, also the pictures and camera wizard or whatever should run when you plug the camera in as long as it has pictures on it. I have a uh (don't remember model) sony point and shoot and it works fine for me on win7.