If you are attempting to use iSCSI as the protocol to connect the LUNs (which I will assume you are here), you need to ensure that the iSCSI Initiator service is started within Windows. Please follow these steps:
1. On the Windows guest, click the Start button, select Control Panel and then iSCSI Initiator.
2. You should be asked if you would like Windows to automatically start this service upon boot up. Click Yes.
3. Close any open SnapDrive MMC GUI sessions.
4. Open Services.msc (the services console).
5. Right click the 'SnapDrive' service, and select restart.
6. Open the SnapDrive GUI. You should now see 'iSCSI Session Management' in the left hand column.
7. Attempt to create your LUN. The iSCSI initiator from the guest should now populate the initiators screen.