Well any PC that is running a PIII is too old to run SATA so it has to be IDE. With IDE there are only 4 "Channels" that you can hook devices up to. So the HDD is 1. If you have a 2nd HDD that would make 2. Each CD/DVD drive makes a device. So that is a start.
The best thing to do is to check your motherboard. The 42 Pin connector goes to a spot on the motherboard. The first spot has the HDD. The 2nd spot is where you should be hooking up your CD/DVD drives.
You should hook up the Burner first. Then the Rom Drive. I know it sounds wierd but most of the Burner instructions say it this way. From there install the cables. The cable is the most inportant part.
Now looking at this picture you got the 2 connectors on the left close together. Those are the ones you will hook up to your drives. The one that has some length to it goes to the mobo.
The first connector all the way to the left is the slave connector. The next one is the master. That is a common mistake that people dont realize. That the master and slave connection are reversed on the IDE cable.
That is why the burner should be on top and the Rom drive underneath. That way the burner get the slave connection while the ROM drives get the master connection.
Hope that helps.