My iphone 4 won't connect to iTunes

I bought a new phone on Ebay the other day just came today, and when the phone turns on it goes straight to the setup screen where you pick county and language etc… Anyway it then tells you to connect to iTunes. When I try to do so for some reason iTunes doesn't pick up the phone it's like it's not even plugged in, I've tried in a mac and a windows and its NOT the cable. So can anyone please help me I'm just stuck on the setup screen and it just says 'connect to iTunes'.

Well do this.start over from the setup screen. And instead of connecting to itunes click connect to Wi-Fi. And connect to your Wi-Fi at your house. If that doesn't work then you need to find a sim card for that carrier (even if not activated sim card) and pop it in. Hope this helps.