Ok, did you connect it before loading the software or after.
Couple of things to start with. Make sure the DM is running. Phone is powered on and THEN connect to the PC.
It may have tried to connect it using a wrong driver. If so you have may want to go into your control panel and remove the device. Look for a device connected with a yellow warning box.
did it ever try and connect did it discover your device at all? did you go into connection settings and make it USB PIN #Blah blah blah? Sorry for all the questions but just trying to help out.