The BB needs to be on when you plug it in.
What OS are you using on your PC? With DM installed, is the BB recognized by the PC as connected to the USB port? Make sure you connect directly into the BB, not via a hub.
You may need to tell DM to connect via USB, or serial, depending upon how you are connecting.
Once connected, DM should indicate the PIN, then you configure the sync with Outlook and then have it run.