First make sure that you have connected your device to computer via usb cable. Dazzboard doesn't currently support other connection types. If you are using mobile phone make sure that you have chosen correct connection mode, supported modes are mass storage, media transfer, ActiveSync and PictBridge.
Mobile phone vendors uses various names to these modes, here is list of known ones:
Media transfer [preferred]Android – When phone is connected to computer via usb cable you will get a notification "USB connected" in top toolbar. Drop down the notification menu and you should see a "USB connected notification. Click it and you should get a confirmation box where you can select "Mount" or "Don't mount", select "Mount" to use your phone with dazzboard
Palm Pre – Connect your device in Media Sync mode to get best support.
Blackberry Storm – Enable the mass storage mode. On your phone first go to OPTIONS/MEDIA CARD/make sure that MASS STORAGE mode is enabled.
Digital cameras – Connect your digital camera to PC in mass storage mode. PictBridge and PTP (Picture Transfer Protocol) modes are not supported in dazzboard plugin (at least not yet). If you cannot connect your camera in any other mode than PictBridge or PTP you can take memorycard out of the camera and connect your memorycard to card reader.