Let's start by checking the physical placement and connections needed.
First, (with the PC off and unplugged) remove the PC cover and decide if and where you can mount the drive. (You may need to purchase mounting screws if they were not included with the drive.) Then, you'll need to locate the inline data connector on the flat ribbon cable that runs from your hard drive to the motherboard. (If your cable does not have the second connector inline, you will have to purchase one.)
Then, locate an unused 4-pin power plug. If there isn't one, purchase a 4-pin power "Y" adapter. Once you have these things, you can now install your drive.
Set the new drive as a slave with the jumper found on the rear edge of the drive. Mount the drive with the mounting screws and plug in the data cable and power plug. Note that the data connector should only plug in one way because of a raised tab on the connector. If it fits both ways, locate Pin #1 on the drive and match that side with the colored edge of the cable.
After the drive is connected, replace the cover and power it up. Your BIOS should automatically recognize the new drive and Windows should assign it an available drive letter.
You should be able to format the drive from within Windows, but if not, drop out to the DOS prompt and format it there. The format file should be in the "Windows\command" folder or the "Windows\system32" folder for WindowsXP. If you like, you can copy the format file to a floppy drive prior to the new drive installation and it will be ready to use from the A: