Okay, lets start fresh from the beginning.
Make sure your ESC is plugged into the Thr channel. This is the far left channel when looking at the pins on the 3GX. Do not connect any other servos at this time. Make sure your signal wire of the servo is on the top, or facing the label. The ground, or darkest wire should be facing the bottom of the gyro. Once you have ONLY your ESC plugged in, put the bind plug in the lower right port of the 3GX when looking at the pins. Once that is done, plug in the battery. You should have a fast flashing light on your satellite Rx. Hold the bind button/switch on yoru tx and turn your Tx on and let it bind. The light should go solid on the Satellite Rx.
Once you are done with that, and the 3GX is powered on, then try to connect it to the computer. The 3GX MUST be powered on and bound to the Tx with the Tx on and able to control the helicopter for it to talk with the computer.
For more information, or pictures of where I'm getting the information, open up the 3GX software on your computer and follow the steps by clicking on the Next button on the lower left of the screen. It shows the pin out of the 3GX and where all of your servos are supposed to be placed on the helicopter.