How to connect your iPhone to iTunes when it is already set up?

I have an iPhone 4 which I set up without any wires but when I try and plug my iPhone into iTunes it asks me if I want to set it up as a new iPhone or restore a backup. I don't want to do any of this I just want to connect my iPhone to iTunes so I can transfer music I have not purchased with iTunes.

Just set it up. What more likely happened is that when you plugged it in it recognized it with a different signature than the one you provided wirelessly. You should be fine.