Under windows, you'll need to install the USB driver. Grab it from the download page
There are two versions of the driver (unfortunately). One is built with the USB library version 1.10 and one is built with version 1.12. If you're planning to use this with the latest WinAVR (Dec 21, 2007) then you must use v1.10 . If you're OK with replacing avrdude.conf/avrdude.exe as described in the download page, then you should use v1.12. Hopefully the next release of WinAVR will use current versions of the library (sigh)
Next, plug in the device into an open USB slot. You should get this popup
And then this hardware wizard window
Select "No, not this time" and click Next
Select "Search for the driver" and click "Include this location" then browse to the uncompressed driver directory.
Driver installed! Now go to your Device manager (Start Menu -> Settings -> Control Panel -> System -> Hardware) and look for the device:
