First, does the drive show up on the POST screen when you boot up the computer?
If not, you will need to enter BIOS setup and make sure the IDE channel is enabled.
Did you verify the correct jumper settings on your master drive?
Some drives need the jumper set differently for single drive or master with slave present.
If you are using a cable select type cable, make sure the connectors are on the proper drives.
If the BIOS is detecting the new drive properly, it should show up in disk manager as an unknown volume, and the initialize new drive wizard should pop up.
While not as prevalent as it used to be, I do still come across situations where drives from different manufactures do not work well as master and slave.
Chas