Is the hard drive(s) PATA or SATA (big vs small cable, typically gray vs red)? If PATA, it's certainly possible that you have the hard drive's jumper set to slave or master expecting a slave to be hooked up. Some drives and motherboards are picky about this jumper being exact. Also if it's PATA, try moving it to the other connector on the cable (there should be two).
If it's SATA, it's much harder to diagnose without seeing it and you haven't offered enough information about what parts you're using or what you have your BIOS(and secondary BIOS if there is a separate PATA/SATA controller on the motherboard) settings set to.