What drive do you have? Give us the exact manufacturer and model name.
Is it an IDE interface or SATA interface drive? (I have to assume you are talking about an optical drive) If it is an IDE interface drive, you have to set the jumper on the back of the drive correctly. A drive connected to the end of an IDE cable is set as Master, a drive connected to the middle connector is set as Slave. SATA drives don't have this issue.
Look in the manual of your computer (or motherboard if you are building one yourself) and find how to get into the bios. Check to see if the drive is being recognized there.