No, you need to be in fastboot not recovery...
Remove battery and reinsert, hold Power + Vol Dn, then when Hboot menu comes up scroll to Fastboot and press Power button to select. There should be a red banner above it that then says FASTBOOT USB or something like that (it's been a while) and connect USB cable. At this point fastboot devices should show your device connected, if it doesn't then you probably have a driver issue. The fact that you can access the storage volumes when the phone is fully booted is not a sign the drivers are correct, the storage volumes are accessed via the standard drivers for USB Storage devices that come with Windows, Fastboot/ADB drivers are not included with Windows but typically come from HTC Sync software, you install the software, make sure device is recognized in both ADB and Fastboot modes, then remove HTC Sync (the drivers stay).
Backing up a little here... Are you S-ON or S-OFF? If you are S-OFF just download the ZIP from the TWRP download side and flash it in your current recovery (this won't work if you are S-ON)
I forgot to put the PHONE into fastboot. I just left it sitting at the home screen of the recovery.
Now I've successfully got 126.96.36.199 recovery on the phone.
Now trying to get CyanogenMod 11.
So far I can't get any further than 10.1.
Even 10.2 hangs at the bootup screen.
11 does nothing at all.
I'm not sure that I have the correct gapps for either.
I'm also not doing the MD5 thing.
I think I may have done that the first time I rooted the phone.
Haven't done it since.
Is that critical?
Thanks for your help!