mandar5, sony cybershot series is good for beginners and you can get the S40 for about Rs. 8K. I'd recommend you to stretch your budget by a grand and go for canon a510. IMHO, it's a better camera. I bought it for a friend a few months back and have used it personally. The one and only disadvantage with this camera is its longer flash recharge time, otherwise it's one of the best digicams for newbies.
What did you mean by "...cam to be connected to my pc..."? Please elaborate.
If i take your question for its face value, ofcourse, all the digicams can be connected to a PC using a standard USB connection. In fact, that's how you transfer the pictures to your computer. On a side note, some people prefer to use an external media card reader (SD/MMC) to transfer via the memory card itself.
Let me know if you have any further questions, I'll be glad to help you out.