Problems with updating and restoring iphone 4s

So yesterday my iphone 4s said there was an update available so I started to update it, but cancelled the update by holding the home and lock button because I wanted to update it later instead.
It then told me to connect to itunes and restore it so I did that.
After and during restoring the connect to itunes screen stayed there and when I connected it to itunes again after restoring it, it told me it was in recovery mode still and needed to be restored.
I just restored it again hoping it would work this time but the connect to itunes button was still there,
What do I do now? All my phone will show it connect to itunes

Connect to iTunes.  You should probably try to enter recovery mode as described here.  You may have to try this more than once to succeed.  Let iTunes do the update.
http://support.apple.com/kb/HT1808

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