Is the hard drive IDE or SATA? Do you have the master/slave jumper set correctly? Do you have it in the correct IDE channel on the mother board?
Now for explination of the terms used.
That is an IDE cable. It is flat and thin.
That is SATA. For a side by side check here:
What is SATA - Serial ATA Information Page
The jumper is hte blue thing. Check the writing on the hard drive to know if you have it set to master or slave.
IDE Channels on the mother board. If you look real close on the right side ine small white letters. You will see that the top is labeled IDE1 and the bottom is labeled IDE2. If this is your only hard drive, you should have it set to the top on IDE channel 1.