Although it's unlikely for a USB device ... it might require something to be installed before you can use your phone on your computer (drivers, or audio-organising software, etc.) That's why Birdy emphasized checking your phone manual. Different brands use different techniques in same way different brand of portable players have different techniques of transferring music.
What is the brand & model of your phone may I ask?
And also as Birdy also asked, which Operating System version are you using?