For Samsung phones please download and re-install the latest build and select "Samsung" during installation. If you have the Behold II, on top of turning on USB debugging, please also go to Settings->Phone Settings->USB Settings and enable "Samsung PC Studio" before plugging in your phone.
If you phone is a Motorola Droid X, an extra step is needed for this phone to expose the "Android USB Interface". After maksing sure USB Debugging is enabled, with your phone plugged in, go to the notifications list on the phone and select "USB connection", then "USB Mass Storage". See if the computer installs the USB driver after that and recognized by PdaNet. If not try to turn off the phone screen (press the power button) also and see if that helps.
If your computer runs XP, make sure it has at least service pack 2 installed.
When the Android driver is properly installed, Device Manager (Start->run:devmgmt.msc) on your computer should look like this when your phone is attached:
In other words "Android ADB Interface" must be listed without error. If you do not see the "Android ADB Interface" device, try to make sure USB debugging is checked on your Android phone under Settings->Applications->Development:
Sometimes if USB debugging is checked but there is still no "Android ADB Inteface" listed when phone is attached, the wrong driver may have been picked up. Try to download USBDeview and use it to remove all devices it finds on your computer that are related to your Android phone, then run the PdaNet installer again and reattach the phone.