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No problem, we just need to get you the correct software, which will also install the drivers for your device. The Samsung Android devices, use a program from Samsung called Kies to sync media(pictures/music/videos) and data like contacts, etc. Please go here, download Kies for Windows (or Mac) and install it. By installing it, it will install the needed drivers for your device, and allow it to sync.
When you are done, run the program and then plug your device into the computer and you will be able to sync your music, photos, videos, and data to the device/pc. Also, if you are interested in syncing files wirelessly, please let me know and I will give you a free way to do that.
When you say nothing happens.. does Kies open? Also, whats the exact model of your Samsung Phone?