2 things come to mind
Checked that the Sata connector is in the right place, some MB's have raid ones which will only show up in the Raid Bios (Different screen) these aer usually a different color.
Might need to update your bios.
Edit - Read it all wrong
ok it could be that you need to "import" the drive into the computer This is not as daft as it might sound
Right click on "computer" in the start menu and goto manage
Click on Disk Managment, depending on amount of drives will take a momement to load
Choose the new drive (make sure its the correct one)
Right click and select "new Simple Volume"
you should then be able to right click and format the drive.