I just bought a new factory unlocked iphone 4 and i'm plugging it to my laptop, i'm seeing the apple logo...?

i just bought a new factory unlocked iphone 4 and i'm plugging it to my laptop, i'm seeing the apple logo, but it seems that it is not charging. I can't turn it on and see the interface... and when i remove the cable from the laptop, the screen turns off... DO I HAVE TO CHARGE IT USING A PLUG IN THE WALL FOR THE FIRST TIME? IS THIS NATURAL TO HAPPEN? THANK YOU