What phone do you have? It has worked just fine with my old T630, my current K750i and the various other phones I've reviewed in the past such as the RAZR V3i, the SLVR L7 etc. So it's probable that you're doing something wrong.
Assuming you've installed the correct drivers for your phone, you'll have to navigate to file>settings in Mobiledit and select your phone and the port it's connected under. Then go back to the connection wizard (file>wizard), select the connection type i.e. wireless or USB and let it auto-detect. Try this and reply.