Phone memory drive does not show up after connecting Samsung Galaxy W to pc using USB

I have bought Samsung Galaxy W two days ago and the problem that I am having with it now is that when I am connecting the phone to my computer using the usb cable then the Phone memory drive does not show up and I get a blue screen showing "Alarm", "Music", "Gallery" etc, I have tried out the non-debugging as well as the debugging mode but then it is not making any difference and I am getting the same response, is there anyone who can help me out with the same??

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I have bought Samsung Galaxy W two days ago and the problem that I am having with it now is that when I am connecting the phone to my computer using the usb cable then the Phone memory drive does not show up and I get a blue screen showing "Alarm", "Music", "Gallery" etc, I have tried out the non-debugging as well as the debugging mode but then it is not making any difference and I am getting the same response, is there anyone who can help me out with the same??

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Before I suggest you something about the same I just wanted to know what exactly is the blue screen that you are getting, can you just post a snap of the same so that I can have a better idea about the issue that you are facing, just post it here for further help.

I am getting the below screen:
http://i42.tinypic.com/2nk0tnl.jpg
The other thing that I wanted to share about the same is that at the top of the taskbar the GPS icon starts blinking after connecting the phone.

Ok, I just wanted to know the following:

1. Are you having the latest USB drivers on your computer?
2. What happens when you are pulling down the Notification Blind?
3. Are you getting any error message for the drivers and so?
4. What does the top left symbol indicate?
5. Which usb you are using?

Just answer the same for further help.

I will answer you in the same way:

1. I don’t think that there is any issue with the driver
2. I am not able to pull down the Notification like I used to do the same in the normal mode
3. I am not getting any error message from the computer
4. The top left symbol is for the SetCPU notification
5. I am using the original USB cable

Any further help for the same will be appreciated.

There are possibilities that there might be some kind of hardware issues, anyways I just wanted you to check if the ODIN is seeing the phone in the Download Mode after selecting the USB Debugging mode, it should like the below image with the yellow color:
http://i43.tinypic.com/2my4b9.png

I think that you should better try out a different usb able and see if it is making any difference and if it still gives you the same response then I will suggest you to better visit the service center and see what they have to say about the same.