If you have the cdrom drive on separate IDE cable then you have to have the drive as master (not really a necessity but that's how it used to be)
Also a good idea is to run BIOS setup to see if you can autodetect the drive and if it is detected at all.
Besides that everybody else have said what there is to do... maybe next step is to take it to where you bought it and have them have a look and maybe test it.
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