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When you first connect your Windows Phone 8 to a Windows 8 PC, there's an automatic process that downloads the Windows Phone app from the Windows Store.
However, sometimes the download process between your phone and computer isn't completed.
Typically, this problem occurs when you haven't signed in to your PC with your Microsoft account email and password (formerly known as Windows Live ID). You have to be signed in to your account for the Windows Store to process this Windows Phone app download order.
Sign in to your computer by using your Microsoft account email and password. Now you can complete the installation process between your PC and your Windows Phone.