had similar issues with my first iPhone. first thing to always try restart your computer. then load up iTunes, connect your iPhone via usb, and iTunes should say something like, "iTunes has discovered an iPhone in recovery mode, do you wish to restore it?"
if the computer restart doesn't work you could try holding the sleep/wake + home button for i believe its 25 seconds. that should restore your iPhone to factory settings without iTunes, but i've only heard that works never done it personally.