What version of Windows are you using? XP is likely to be able to use the device as soon as its plugged in, however older versions of Windows may not.
If you are using Windows 98, download and install
this file.
But only if you are using Windows 98, if you are using Windows 2000, ME, or XP do not download it.
When you look under My Computer, when the device is plugged in, is the device listed? If not, click on Start then Control Panel then Administrative tools (please note this will only work in an administrative account on Windows) and under storage is the device listed there.
If you do not have an admin account on your computer, find someone who does, and see if the device is accessible via their account.
Even if you do have an admin account, try accessing the device (when plugged in) through another account on your computer and see if it works.
You may want to try resetting the firmware on the device, a guide can be found
here. To open the files available for download on that page you will need an unzipping utility (
such as WinZip) and
Adobe Reader