On the phone? It's in the notifications pulldown - it should be shown as an MTP connection and allow you to press it to change it to a PTP connection. (You normally want an MTP connection.)
On the PC? It depends on how the PC is set up. If you once checked then "don't notify me again" box, you can reset that in the registry, but unless you know what you're doing, that would be like juggling a few bottles of nitroglycerine - one wrong move and your PC is in big trouble - so I wouldn't suggest it.