Unpack the HDD. Make sure at this stage that you have your anti-static measures in place, and even briefly make contact with both hands on the metal of the case to make sure.
Locate the IDE Configuration Pins on the HDD. These can usually be found next to the power and data connections, and will be a group of six or eight small pins with a small plastic 'jumper' attached between two of the pins. If this is to be the only HDD in your PC, then set this to Master. Alternatively, if this is to be an additional HDD then it must be set to Slave.
Read our IDE configuration crash course.
If you have a SATA (Serial-ATA) drive then no configuration should be necessary, as only one SATA drive can be connected to each SATA connector on the motherboard.
The Hard Drive differs from the Floppy Drive in that it is usually inserted from within the PC case. On one end of the Hard Drive will be the sockets for connecting the cables. This end must point into the case such that the cables can be connected later on.
Gently slide the Hard Drive into the bay that now holds the floppy drive above. Move the drive around until you find the fixing points. You may need to clear any obstructions to this insertion from inside the case if necessary.
Once inserted, use the coarse-threaded screws to secure the drive to the case.