It's easy guys, for the first time you conect your phone you need to follow these steps. Once you have dont this procedure on each computer you use for the first time, your PC will recognise the phone every subsequent time.
1. Start the HTC Sync on your PC
2. On HTC Hero, from the Home screen, press MENU key, then select Notifications
3. Select either "HTC Sync - Synchronise your phone with Windows". This will report your phone to HTC Sync and you can configure and start the sync from your PC.
4. Or select "USB Connected - Select to copy files to/from your computer" and then select "Mount" to make you phone appear on your PC as a mass storage device so that you can store files on it.
All this is explained on HTC Support pages.