I had this issue as well, but you've got to keep in mind that the 2nd Gen Nano is still Officially Unsupported, so....there is bound to be bugs from time to time as it is a work in development.
I believe what causes this is the USB HID setting, but some users don't seem to have a problem with it, and others do.
Try Settings/General Settings/USB HID
If it's set to ON, try turning it OFF or vice versa.
Also, I had some problems with the USB Keypad Mode
Try Settings/General Settings/USB Keypad Mode
Try setting this to Multimedia (my 2nd has a fucking SPAZ if it's set to Mouse, whereas my 1st Gen is absolutely fine with it)
Also, try using another USB port, one you don't normally use. It *could* be a problem with the port itself, but in my experience with the iPod Nano (I have 4 RB'd Nano's ATM) I'd check the USB HID, and if it's not that...check the USB Keypad Mode.
Post back either way and let us know how you get on.....
[St.]
EDIT: I had another thought...
When I plug in my 1st Gen's, Windows detects it as an Unknown Device (for about a second but quickly disappears) and then the device gets installed and is ready to use as "RockPod 4Gb" (My volume name for the device...)
However,
When I plug in my 2nd Gen's (USB HID = OFF, USB Keypad Mode = Multimedia), Windows does absolutely nothing until I press the "select" button on the device (the button in the middle of the scroll wheel), and then the device boots and is detected by windows.
I assume I won't have to do this after whatever kinks that exist are knocked out of the USB HID function.
Off the top of my head I *believe* I have USB HID turned off on my 1st Gen's as well (or at least I used to) but don't quote me on it, I think it's fixed for the 1st Gen Nano now...