Starting with RSM off... Plug him into the A/C jack, and then connect the USB Cable to both the computer and RSM. (Leave the Media Suite closed / off for this test)
IF you plan on using a SD Card (1G or less only) You should insert this now, while RSM is still powered off.
Now turn on RSM and let him boot fully. He should ignore the USB cable and boot into the last personality you used. (or, his default personality if using the SD card for the first time)
Assuming you have made it that far with no problems... Using the controler Press the (M) mode button until you get to Media Mode. Scroll to the "Tools" section and press select. Now the first option under tools should be the USB option. Select this to Activate RSM to Computer connection. IF successful, RSM will say "Teather Attached" and stop responding to the controller (his eyes will flash if a button is pushed, but that is it).
Now, when the connection is made, your computer may scan him as a "Removable Drive" just like it would a flash drive or memory stick. By doing this, it will assign RSM with the next open drive letter. If your test connection is successful, you can now open your "My Computer" (Assuming its a PC) and access the RSM's memory or SD Card.
Try that first... Then we can move on from there...
((Side note... To get RSM out of this mode, press the (A) button on the far left side of the controler))