After connecting your phone to the PC for the first time it may take a while for it to be detected. This is because Windows will automatically find and install additional files which are required in order to sync your phone.
If your phone is still not detected then try the following:
1) If you are using Windows XP then try first installing the Samsung Kies software. You can download it from here. The Samsung Kies application includes additional software which may be required in order to use your Samsung device with some Windows XP systems.
2) Try disconnecting your phone from the PC and then reconnecting. If this does not work then disconnect your phone, switch it off then switch it on again and reconnect it.
If none of the above apply then you may need to change the USB mode of your Android device. Click here for more information.