1) Is it set as a Camera or Media device (check the Notification pulldown). It shoult be a media device.
2) Are you sure you're using a data cable, not a charging-only cable? (The one that comes with the phone is a data cable, cables that come with wireless headsets can be charge-only, since the headset doesn't need to transfer data via USB.)
3) Did you install the drivers in your computer? (You can get them free from the Samsung site.)