If you are adding the drive to Windows XP, here is a description of the process:

How to install a hard drive

Partitioning a New, Additional Hard Disk in Microsoft Windows XP Professional

If you are adding a new hard drive to a Linux system, here is a nice tutorial:

Tutorial: Adding Additional Hard Drives in Linux

Nice list of things to keep in mind when working with hard disks:

Rules for Working With Hard Disk Drives and Safeguarding Data