Hmm...you need the drivers for the phone. If I were you, I would go to your service's store (Verizon, Cingular, etc.) and buy the music package they have there. It comes with a CD, cable, and I think a memory card.
If you don't want to spend any money, follow the guide here, see if it works:
I don't know if you have a CDMA phone or not (like Verizon), but this software does it for CDMA phones:
You can also get the official software from some not-so-legal places if you know what I mean.