I assume that you're adding a HDD and not replacing your existing HDD.
If the data (grey) cable you connected it to already has one device connected (HDD or CD/DVD drive), then set the existing device to Master and your new HDD to Slave. Boot and your BIOS should automatically detect it, Windows will pop up a msg that it detected it too.
- Replacing. Best to add it as a second HDD, then Ghost an image of the existing HDD to the New one. Then remove old HDD, leaving just the new HDD.
- You should be able to get a free utility like Nortons Ghost by download. These utility as designed to copy your HDD, sector by sector, to a new HDD, saving you having to reinstall windows, applications, files. The new HDD will appear exactly like the old one, but with more free space..
Try searching for R-Drive Image on www.download.com