IDE or SATA?
Assuming IDE, Disconnect old hd, set new one to master, connect it, install Windows.
After that you have a couple options, 1 connect old hd as slave, copy files over by hand. Or if your new OS is XP (Vista probably has this too) you can use the File and Settings Transfer Wizard to get the files. If your old OS isn't XP you will need to run File and Settings Transfer Wizard from within your new OS (XP or probably Vista) so it can create an executable to run on your old OS, if its Windows.
If your old OS was XP, you can disconnect your new hd, boot into old OS (by leaving it as master) and run the Wizard, saving the file on the HD. Then shut down, switch jumper over to Slave, connect in and boot up with new hd/new OS (as master) and then run the File and Settings Transfer Wizard and find the file on your old hd.
File and Settings Transfer Wizard took a lot of text to explain, but it is far simplier if the option is available.
Basically the biggest thing is Master vs Slave, and that isn't an issue with SATA drives. You could also run into ownership problems, but those are easily taken care of. Do a forum search for "Take Ownership" if you run into those issues.