Look at page 12 in the manual, it has a pic of the motherboard layout. Where you see the slot called "IDE 1" is where you must connect the hard drive to.
Below is a pic of an IDE cable:
You also need to take one of the leads coming from your power supply and connect it to the hard drive.
If the IDE cable (shown above) doesnt have a notch and can be inserted either way then look for a red stripe on one side of the IDE cable, when you insert the cable make sure the red striped side is closest to the power connector on the HDD.
