The most common issue is a dodgy USB cable so first thing to do is try with a different cable - you can pick them up for around $1 on ebay.
If that's not it then it's probably the drivers. You will need to:
- disconnect the phone from the computer
- uninstall all phone related software from the computer (drivers and things like Kies)
- restart the computer
- restart the phone
If the phone comes with a package like Keis (Kies?) or HTC sync, install that: note do NOT connect the phone until prompted
Alternatively, just connect the phone.
In both cases WAIT FOR ALL THE DRIVERS TO INSTALL before disconnecting the phone.