Lightroom tethered connection

I have just purchased Lightroom 3 and connected my camera ( Leica C) via the USB cable.to the computer. I
switched the camera on and chose PC on the connection. I then opened Lightroom 3, clicked on File .> Tethered
connection but it comes up No Camera Detected. I am obviously doing something wrong. Can someone kindly hep please ?

 

Lightroom doesn't support the Leica C for tethered shooting.

 

Thanks Jeff. I have now solved the problem.