Summarize the following:
The power button is on the right. You must be running iTunes version 10.7 or later. You can check for updates in the App Store (Mac) or download the latest version for Windows. If you are having trouble running iTunes, try closing all other applications on your computer. On the iPhone, you can choose to set up the iPhone as a new device or restore information from an iTunes backup. If choosing to setup as a new device, see Activate-an-iPhone for more information.
Power on your iPhone. Open iTunes on your computer. Click Continue. Continue with iPhone setup.