Step One:
Reread the instructions on how to connect the camera to the computer, paying particular attention to what mode the camera should be in.
Step Two:
If the Sony instructions don't say what mode the camera shoud be in:
Make sure that the camera is turned on and in "Playback" mode (the mode where you can view the photos on the LCD), before connecting it to the computer.
.........................
If that does not solve the problem, see if your USB bus is operational:
In the Device Manager, scroll down to the bottom and see if you find a device called "Universal Serial Bus controller".
And inside that device you should at least find "USB Root Hub".
If you do not have both of those devices, you need to contact Dell for instructions on how to load your motherboard USB drivers.
......................
If that checks out, then find a friend with a computer with the XP operating system and connect your camera to that computer.
If it does not work on that computer, then it is time to return the camera and get a replacement.
................................
...
..
.
I have a Dell GX-60 OS Win XP Home.
The driver that came on disk for the Sony Cybershot DSC-S40 is not for XP and sony said that XP should start the Wizzard and load the correct drivers from within XP.
Well it will not.
It says it can not find the driver.
I just get the yellow ? mark beside SONY in the devises listed.
Anyone have a suggestion?

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic