If the jumpers are set properly, you should be able to have all 4 devices work correctly. Double check the jumpers (master/slave), do not use cable select, and if you still have a problem, try going into device manager, and remove your primary and secondary ide’s, then reboot and let windows autodetect the devices.
With two hard disk, the commonly recommended setup is the one that you are describing, i.e. the HDs on one channel and the optical devices on another, but since you are saying that it doesn’t work, you should try e.g. HD1=master/CDRW=slave on primary channel, and HD2=master/DVDRW=slave on secondary channel.
If you really want to use an additional PCI IDE controller, it is better to connect your HDs to it, and leave the ODDs connected on the mainboard’s IDE, one for channel.