Was the Windows Phone Previously Detected?
If you managed to sync your phone with your computer when it was first purchased, the problem could be that the device drivers have corrupted or failed to install correctly.
In order to troubleshoot this, on your Windows computer click Start and right-click Computer > Properties > Device Manager and look for Portable Devices (your phone may alternatively be listed as an Unknown Device.)
This item will only be listed if your phone is connected and has previously been installed; if there is a problem, an exclamation mark in a yellow triangle will be displayed beside the name of the phone, so right-click and select Uninstall, check the Delete driver software for this device box and click OK.
Next, go to Action > Scan for hardware changes and wait for your phone to be detected; it should be listed either under Portable Devices or Unknown Devices. Expand the list and right-click the device, selecting Driver > Update Driver. Use the Browse my computer for driver software option to find the drivers, which should be located in Program Files/Zune/Drivers.
This will allow you to Install the drivers, so follow any prompts until you reach the end of the process, and restart your PC if instructed. Your drivers should now be installed.