First off...........Windows has everything you need to load SATA HDD's........do it everyday. It is only RAID that will require a floppy to load drivers. Luna.....not sure where you get such an idea.
It sounds like you need to change boot sequence in the BIOS. we would need to know what mother board to know the exact path to the settings. It is normal for SATA to show as 3rd primary. The best thing to do when loading OS is to only connect an optical drive to the primary IDE channel and the SATA drive.......nothing else. Then make sure the boot sequence looks for the CD first. Then pop the cd in, and boot up. it should ask you to hit any key to boot from CD. You may have changed the SATA settings by accident........if you are unsure.......set mother board settings to default. Some boards require you to make some adjustments to the SATA channels to allow them to boot........