Troubleshooting:

No drives show up:

Do you have two drives on the cable? Make sure both of the drives aren't set for the same setting (master or slave)
Make sure the power is plugged in and everything is connected securely.

The drive doesn't even power up:

Check to make sure the IDE cable is connected correctly. You will see some kind of stripe running down the side of the cable that will indicate pin 1. Pin 1 is almost always the closest to the power connector. If you have this backwards the drive will normally either be silent or fail to power up.

My Drive is slow:

Make sure you have your CD/DVD drives plugged into a different channel/cable. Most modern CD drives are ATA33 while the modern hard drives are ATA133. A drive can only transfer as fast as the slowest device on the channel.

My drive doesn't have the jumper settings on the label:

Find the model number and visit the manufacturers website. The should have some instructions posted. If not, email their support.

My 40GB drive only show up as 38.2Gb

The formatted space will always be a bit less than the advertised storage capacity. This is supposed to happen, don't worry. It is a difference in the way the OS and the manufacturers measure drive size. Hard drive manufacturers use round figures for sizing (1000MB = 1GB instead of 2^40 bytes = 1GB) whereas operating systems show the exact version

Changing partition sizes without losing data:

Partition Magic is the only app I've ever used for messing with my partitions.