Did you have USB debugging enabled in the phone Development settings? Also when you plug it in and get that connection notification on your phone, select USB Charge mode. It's best if you open the file after you do all that so it doesn't try to start in Mass Storage mode, before you switch to usb charge.
UPDATE: I got it to work! After generating a report by pressing Vol+ and pwr, I waited about 10 seconds after the second vibration. It worked flawlessly. Thanks for the help.