This is normal. You need to install the device driver for the motherboard's SATA controller.
You need the driver disk that came with your motherboard, or the drive.
When you start your Windows install, you will see the "Press F6 if you need to install a 3rd party device driver". Insert the disk, select the correct driver for your SATA controller, Windows will install the driver, the drive will then be detected by Windows, and continue with the install.