I am assuming this is a new hard drive. If it is then you will not only need to install the HD and attach the cables but you will need to create a partition on it and format the hard drive so that data can be transferred to it. The first thing to do is check your bios to make sure the system is even recognizing your new drive. You can PM me if you like and I will help you get the drive setup. If newed be, I will give you my phone number and help walk you through the process.
If you are using Windows XP, right click on MY COMPUTER and then click on MANAGE - a box will pop up and on the left side toward the bottom you will see DISK MANAGEMENT and here is where you can manage the drives of your computer. Look in there and see if your computer sees a drive that was not there before you installed the new HD. It will probably be assigned a letter higher than your CD drive such as E, F, G, or something. try left clicking twice on that drive letter, if it comes up and says that the drive has not been formatted and would you like to format it now then say yes. Format it using the NTFS file system (which will be one of the choices). email or PM me if you need more help.