Oh, I see. I was under the assumption you had some basic knowledge of how to install Hard Drives. In that case, I suggest you take it to a repair shop.
Did DELL send you a Hard Drive fully loaded with Windows XP and their standard programs?
For your information:
Drives are detected by the BIOS and they are usually detected automatically. You can get into the BIOS by pressing F1 or F2 or Del during the black screen during system boot. Check the documentation that came with the computer. However, if you do not know anything about the BIOS, don't go there.
Hard Drives (the ones connected with the flat gray cable) are set to Master or Slave, depending on where they plug into the gray cable. You can change the setting by moving the jumper on the back of the drive. A schematic of jumper settings should be on the Hard Drive. The Master goes on the end of the cable, the Slave goes in the middle plug.