you connect to SATA 0 with the first HDD, and when you do you will need to install drivers for it when you install the OS on it.
on XP you press F3 when it says "press F3 to install a third party SCSI or RAID driver" (I think it's F3) and load the drivers off the disk that comes with your drive
using just SATA for your hard drive/s you can put the CDROM/s on IDE 0