IDE is the most common and cheapest, which you will almost defiantly have. SCSI is mainly used in servers, but the people who want the ultimate gaming machines won't sa no to a 15k rpm hdd. SCSI is expensive. SATA is quite new, and is quite common now, as it has a nice big advantage when you put them into a RAID array.
The actual harddrive doesn't really (apart from faster speeds) but the interface changes.
This is a IDE cable http://images.google.co.uk/imgres?im...3Doff%26sa%3DG
This is a SCSI cable:
And this is a SATA cable:
When it says partition the HDD they mean, don't instal it on the same area as windows is on, so when you partition it, you are splitting it vitually so you can, for example have a drive C and a Drive E. It doesn't damage the harddrive.