Can't connect iPhone to computer?

I just recently updated to an iPhone 4 and it won't connect to my computer. When I plug it up with the cable, it beeps and begins charging; a message pops up, asking me if it should trust the computer so that it may connect, but it still won't show up in the menus on the computer so I can transfer files. Any suggestions?

Are using iTunes on your computer? With iDevices, iTunes is the "vehicle" for your files to your iPhone.