Yes, you can load setup from the CD and just cancel or reboot at the blue screen where it asks if you want to install windows ("press ENTER to install windows")
The secondary slave is an optical drive. Does your PC have two optical drives? (eg. a DVD-ROM and a burner)
Your motherboard is not detecting the hard disk. Try reconnecting both cables.
Your hard disk has a small jumper like this: http://www.pcstats.com/articleimages...stall_jump.jpg
Try setting it to MASTER, CABLE SELECT (CS) or SLAVE, to see if any of those work. The instructions for this are written on the hard disk, or with small letters next to the pins.
By the way
, you mentioned that your Primary Master and Primary Slave are set to "Off" in your BIOS. Now that I think of this, maybe this should be set to N/A, so it will detect the hard disk.