When you boot from the windows CD, if you look at the bottom line of the screen as it starts up, it says something like "press fx to install a third party SATA driver" (fx being one of the function keys, can't remember which one it is).
I've never done it but the last couple of motherboards i've had have come with a floppy with SATA drivers on it. My guess is, if you press the relevant function key, it'll ask you to stick in the disk with the SATA driver on, and then use that driver to install Windows on the SATA HDD.
Don't ask questions, just click my rep tick. Now.