It's a very long story, so brace yourself.

My dad bought an iPhone, and activated it and all that jazz in the AT&T store. He brought it home, thought it was too difficult, and took my phone instead. I now own the iPhone. I reset all of the settings, and inserted my SIM card. Now, when I plug it in to my Mac, there is an iTunes logo and below it is the USB cord, showing to connect it to iTunes. I did, but nothing is happening. I hear the noise that signifies that it is connected, but it is not showing up in iTunes nor is it showing up on my desktop.