In ESXi 4, you have to completely shut down the virtual machine before you can add the USB controller. It is a change from 3.5, which allowed you to "hotplug" hardware while the machine was still running.
Also, you probably won't be able to connect a USB device to a VM. I have yet to find someone who has gotten this to work with the free license and no extra software. There are USB to IP devices that have been suggested to use with ESXi. If anyone HAS gotten the USB passthrough to work on a vanilla ESXi box, pleas elet me know. It would be quite beneficial.