Sounds like you need to see if the bios see's the drive first , I would try the drive alone as a single drive , no other devices connected then see if the bios see's a harddrive. After that you need to format the drive use a floppy and fdisk or boot off a windows xp cd and format the drive, the drive wont be detected past the bios if it has no OS installed .... you can also hook it to your machine boot into windows with your current hard drive and then use the disk manager I pmed you details.
The new drive is a WD SATA 80GB, it is just like what came in comp new. Dell dimension 8400 P4 3.4 GHz
There are no jumpers for master/slave on SATA drives just plug it in leave the first one in place go to windows and use the disk manager to format it.