Sounds like the Hard drive is on the wrong IDE controller, on the motherboard. try unplugging the hard drives and CD-ROM and switching them around. The Drive letters are designated to the drives by the order they are recieved on the IDE channels. Example 1 HD on IDE 0 (The Primary controller) will be Drive C, and the CD_ROM on IDE port 1 (Secondary) will be drive D. Add a second drive to IDE 0 and the second drive becomes D, and the CD-Rom becomes E. So you can see that F drive would occupy the last spot one IDE1. Make sure that the Hard drive you wan't to put Windows on is set to master (Jumpers on harddrive), and that it resides on Primary IDE Controller, set second hard drive to Slave on the same cable. Some Hard drives are set to cable select, which means that if 2 devices are on the same ribbon cable the plug they are plugged into determines which is master and which is slave. Try movin the plugs around again. Make sure that the CD-Roms are on the Secondary controller port.
Your setup should be:
PRIMARY MASTER - OS DRIVE
PRIMARY SLAVE - SECOND HARD DRIVE
SECONDARY MASTER - CD-ROM or CD-RW
SECONDARY SLAVE - ZIP DRIVE (Second Cd-ROM goes here if the secondary master is a CD-R)
This might seem confusing at first, but just open the computer up and look at it (Unplug from power first), you'll see what I'm talking about. This is actually really easy to do. When you restart the computer it will autamatically update which drive is assigned which letter.
Last Note:
Any hard drive that have been partitioned into seperate sections will have a drive designation for each Partition. And these are assigned in an alternating fashion back and forth between the master and slave until there are no partitions and then the lettering system will move to the next controller port.
So 2 Hard drives with 2 partitions would be HD1 C and E and HD2 D and F, then the CD-ROM would become G and ZIP Drive would become H.
Hope all of this is of some help to you. Good Luck!