It looks like you're running Windows XP? Kindle Fire HD is seen as a media device, not a removable drive, and Calibre cannot detect it when running Windows XP. You may be able to get the work-around (
http://www.mobileread.mobi/forums/sh...d.php?t=190982), but for myself I just run Calibre off my Windows 7 computer for Kindle Fire HD and stick to Windows XP for my regular Kindle 4's Calibre library (keeping both automatically in sync with each other).