Arduino Mega 2560 not recognised on Windows 7 x64

Hello,

I've just received my first Arduino board and was very excited to give it an initial test.

I have downloaded the software, but when I plug in the board through the USB, windows does nothing- it doesn't even tell me a new device has been plugged in and it doesn't ask me to specify a driver!

The board does not light up. Literally nothing visible happens.

Do I have some faulty hardware?

(deleted)

I'll have to order a new cable I suppose.

Just to Check, should any lights turn on on the board when it is plugged in?

Normally the green LED marked ON near the processor lights up.