Possibly stupid question, but better to ask than assume. You are connecting to the USB B connection on the back of the scope, and not the USB A connection on the front of the scope right?
Also, try different (and especially shorter) USB cables. When I first tried to connect my scope through USB UltraSigma could not find it. I had been trying a 12ft cheap (~$3) USB cable because the scope was not next to my computer. Finally decided to try a shorter, better USB cable and sure enough, UltraSigma had no problems finding the scope after that. I ended up buying a better quality (~$10 or $15) 12ft USB cable, and was still able to connect to the scope.
Edit: Wanted to mention that even with the cheapy USB cable, Windows would detect the scope when it was plugged in fine, but UltraSigma just could not talk to it.