You have to either install Samsung Kies (which has all the drivers) from here: http://www.samsungapps.com/about/onPc.as
Or if you're using a 64-bit version of windows there's a link in my first post on this thread: http://rabroad.com/forums/f55/samsung-galaxy-s-first-impressions-37777/
If you use Kies it takes ages to install, but does install all the drivers you need. It wants to run some weird program after that and your phone goes into some weird mode to connect, which I didn't like much. It claims to do all the syncing of files and media etc. But I told Kies not to run in its settings, and now when I connect the phone it's just like it was on the G1 - if I mount the drive via my phone it appears as a drive in Windows.