Before your start anything, you should make sure that you have enabled debugging on your phone using Settings > Applications > Devlopment > USB debugging.

Next, you should Download the USB drivers required for the Nexus One.

Extract the Drivers to a folder of your choice.

Once this is done, plug your phone into your computer using the USB cable.

Go into the Windows Device manger either:
1. Press the Windows Key + R and enter devmgmt.msc
OR
2. Right click on Computer, Select Properties then Device Manager

Right click on nexus one

Click Update or Update Driver Software depending on the version of Windows you are using.

Select Browse my computer for driver software.

Browser to the folder wher you extracter the USB drivers you downloaded at the begining.

You should now be be good to go!