First off, Generally with USB devices they recommend that you install the drivers first, and then connect the device.
Try removing everything, then reinstalling the drivers, then plugging the device in.
What happens when you do plug the drive in? It should flash some manner of window at you the first time that says installing device, and subsequent times notify that it is connecting the device.
Have you tried a different physical cable? Sometimes the cables get twisted and what not and become unusable.
What about a Hub? Are you using a hub or plugging the USB drive directly into your machine?
Does The manufacturer have any listings of known driver problems or updated available? (Of the PC or the drive?)
If the drive is plugged in at start up then yes, it should automatically be there. If you aren’t sure leave the drive unplugged until after the machine has completed booting.
Have you tried contacting the manufacturer’s technical support? What about the store you purchased it at?