Problems with first time setup

Hi to all and please be kind to this new applee.  I am vary familar with Windows but not Apple.
I am having problems with first time setup.  Choice wifi network ZAJ34 has full connectino bars but requires a password to connect with it.  Tried to use "Connect to iTunes" and plugged in the USB cable.  Windows7 ran ok and "MyComputer\Apple iPod" shows up in Explorer.  All I get to is the screen that shows the cable pointing to the music symbol.  I am new to Applie iPod so I am totally lost.  I have the Apple iPod touch 8GB Black (4th Generation) CURRENT MODEL.
Operating System - iPod touch User Guide (For iOS 5.1 Software) downloaded, not sure.
Thanks
Wayne

I find this,
Before restoring:
Verify that you are using the latest version of iTunes. [How?  I am not past selecting a network.]
Back up your device. [Do not know how, again, I am not past selecting a network.]
Transfer and sync content to your computer. [Hooked up the USB cable and nothing happens.]
Restoring your iOS device
Connect your device to your computer. [Hooked up the USB cable and nothing happens.]
Select your iPhone, iPad, or iPod touch when it appears in iTunes under Devices. Select the Summary tab, and click the Restore button. [iPod touch when it appears in iTunes under Devices, is it in Control Panel.  I looked in Device Manager and so only drivers etc.

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