Go into the phone and in Settings--Applications--Development-- make sure USB debugging is checked. This makes it possible for the phone to communicate with the internals of the phone.
Next make sure the Sammy drivers are properly installed
Make sure you unzip the SDK and place it in your c:\ directory
Then, load up command prompt
cd c:\android-sdk-windows\tools
adb devices
your phone should be listed under devices. It won't say Samsung, but instead will display your device's serial number. It should be obvious. If you don't get this, then you're having issues with the drivers or your phone isn't in debugging mode.