OH, and incidentally, it will never show in the BIOS. because it's not directly connected to the motherboard.
On top of what I said above, you may need to press F2 (I think, or is it F6.) during windows setup when it asks you to install third party SCSI or RAID drivers (it on one of the first dark blue screens, it will say what to press along the bottom of the screen) and then remove the windows DVD briefly and insert the CD that came with the SATA drive and you would need to set your computer to boot from SCSI (or possibly PCI) in the BIOS.