Second (brand new) iPhone 4 stuck on "connect to iTunes" while trying to update.

My iphone 4 was stuck on the "Connect to iTunes" screen, and NOTHING I did fixed it. I took it to the Apple store, got a brand new iPhone 4, and it bricked again while trying to update to iOS7. Same thing... stuck on "Connect to iTunes". I'm connecting to a PC.
What else can I try??

The iTunes version is 11.1.2.32, and there are no error messages. I'm trying to restore from backup eventually. But for now I can't even restore to factory settings. I've tried DFU mode, and that does not work, or at least I'm can't even be certain it's going into DFU mode.
Windows gives and audible noise to signify that a USB device is connected, so I know that somewhere beneath the surface Windows knows it is connected, but iTunes doesn't react at all, and the Windows file explorer, and even the drive manager in adminstrative tools, don't even show a volume connected.

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