Usually it takes a while before it shows up depending on your computer, it should first show a install driver window, you can just close that, then the window that allows files to be shown should pop up
Also if you are still having problems accessing your files via computer you can turn on USB Debugging on you phone and it will force it to show up. Settings>Applications>Development>USB debugging. If you are having problems with your sd card and cant get it reformatted selecting this will force your phone to display it on your computer and then you can reformat. Learned that yesterday. P.S. SD Cards do not like to be moved to different phones (ie replaceing a phone).
Ok, I got it to work but thanks for all the suggestions guys! I think the problem was that the MicroSD card adapter I was using was not compatible with the 32G type 4 HC micro card that comes in our phones, I tried a newer adapter that I had and it popped up right away.