There could be many reasons for that, but the most common reasons are:

- There's no WIA driver for your camera installed

- The camera is operating in mass-storage mode

Contact the manufacturer of your camera in order to obtain a WIA driver for your camera. To check if there's a WIA driver for your camera installed, connect your camera and take a look at 'Scanner and Cameras' in your Windows settings. When your camera is listed there, it should also work with WIA-Loader.

If your camera is operating in mass storage mode you'll see a drive letter like e:\ for your camera in 'My Computer'. In that case, you have to change the operating mode of your cameras USB interface. On my Nikon D70s for example, i have to switch it to 'PTP' mode.
Of course, you can also just keep it like that and let WIA-Loader access the camera as a windows drive. Only the camera-control feature of WIA-Loader would be not working then.