If you are using IDE, I usually set everything to CS (cable select) on the jumpers. Just makes everything easer down the road for me, mainly so I don't have to think about it. From there boot up your PC.
If its a SATA, it could be a little trickier, But first I would just plug it in and see how that goes.
Once you are in the Windows, Right Click "My Computer", click "Manage", and at the bottom you should see Disk Management. Once thats open you should see all your storage devices. Disk 0 is actually your OS. Disk1 will be the second drive that is installed. Right Click where it says "Free Space", choose format, and follow the instructions. I recommend partitioning the entire thing, using NTFS. Because NTFS can only utilize X logical drives. I think its 4 I don't remember off hand.
If you are using SATA and you don't see the drive in Disk Management, then you are going to have to jump into the BIOS and make some config. changes. Someone or I can help out with that, if you want.
**While your at it, once you are done installing the drive. You might want to move your PageFile over to the other drive. It will help with performance!