Well, there are a number of steps to troubble shoot this problem.
First, you need to check if the cables are firmly seated in both the motherboard and the HD, check the power cables too.
Is your HD getting power? You can check this by turning on your computer, with its case off, and placing your finger on the metal part of the hard drive casing. You should feel vibration from the fan and plateen motor turning. If your hd isn't getting power, try using another power connector. If you don't have another power connector, consider picking up a BERG Y-splitter at your local computer/electronics store.
Make sure your new HD is set to slave, and your start up hd is set to master. You can check the jumper settings on the hard drive.
If your HD is SATA, then you don't need to check ANY slave/master connections.