Darn Kam...beat me to it. I deal with this almost on a daily basis -- serial HDDs run on their very own channels so each channel is unique to ONLY that specific drive whereas parallel drives use 2 devices per 1 channel. This is why you need to set up "slave/master" jumpers.
Think of it as a car -- IDE is like a 2-seated car; there is one driver and one passenger -- before you can drive/use the car you have to decide which person will drive and which person will ride (which device will be master, which device will be slave).
SATA is like a car with just one seat -- you don't need to assign roles because obviously there is only room for a driver and nothing else (everything is a "master" sort of).
BTW: if you just right-click on My Computer and go to "manage" that will load the management console; you just then navigate to storage and mount your new HDD (quick-format) <--- if you wanted a shortcut to what Kam said