Just set the jumpers correctly and go. Some motherboards won't automatically detect a new drive , be it a hard drive or optical drive. In this case you need to boot into the BIOS & find the option about detecting the drives. Once that's done just reboot.
In Windows XP you'll need to partition & format the drive using the Disc Management function with Computer Management which is found from Administrative Tools.
This response is based on the assumption that this is an additional drive not a straight replacement.