On BlackBerries since the 8100, Windows needs a driver to be able to charge the device. You can get the driver directly through Windows Update / Microsoft, or download it from RIM here: https://www.blackberry.com/Downloads...93E4F3BB068C22
Select Desktop Software 4.3, then scroll through the list until you find BlackBerry USB and Modem Drivers (English)
(other languages are also available).
Going the Windows Update method is a bit easier. Go into the Device Manager, find the offending device and update the driver using the "Connect to Windows Update - Yes, this time only" option.
If it's Vista, I've found that the Microsoft driver sometimes doesn't "take" the first time. With the device plugged in, find the "Portable Device" and uninstall it, then unplug and replug the device and it should work. If it doesn't, repeat the process again. I've had it take up to three times before it took!