what OS are you running on your computer? Are you trying to connect via activesync or Mobile device center?
In Vista/Win7 via Mobile device center: Open Mobile device center and then in Mobile device settings, select connection settings, uncheck the box which says "allow data connections on device when connected to PC"
Another thing to check, is when you plug in your usb cable to your phone, when the pop-up comes up is there a box under the active sync option? If there is, uncheck this box also. (You can also adjust this setting in Settings/Connections/Usb to PC)
Hope this helps!