Is the drive on a separate cable from the hard drive or on the same cable? And is the BIOS even seeing the drive?
Look at the back of the drive in the picture. See the area marked "jumper"? There should be a little plastic connect on a set of the pins. You may need to move this. (Note: The jumper pins might be between the power and IDE connect on some drives.) If the pins are not labeled as to what they are, look at the label on the drive, it should tell you what each pin set is.
If it is on the same cable as the hard drive, then you need to move the jumper on the back to SLAVE (sometimes labeled SL or SLA).
If it is on its own cable and connected to the MIDDLE connector on the cable, set it to MASTER (sometimes labeled MA or MAS).
If it is on its own cable and connected to the END connector, set it to SLAVE.