Have you plugged the Connect Stick into your PC, but the Connect Software still says "Detecting Connect stick"? If so, it sounds like your computer doesn't have the right drivers installed - fortunately these come with the Connect Software!
To install these drivers so that the Connect Stick is detected, go to the folder where you have installed Connect, and there should be a file called “CDM20600.exe” (as shown below) – run this, then restart your PC. The Connect software should now be able to detect your Connect Stick. Sometimes the file is called "xstick driver CDM20600.exe" and usually it defaults under C:\Bluelab Connect unless this was changed when the software was installed: