EDIT: When I bought my HD, there's no CD included in it.
Cause you bought an OEM HDD.
Any ways, run this:http://support.wdc.com/product/download.asp?groupid=613&sid=30&lang=en
Burn the ISO using DeepBurner or smiler software to a CD, boot off it and run the tests.
Also are you trying to install to a RAID, USB (as in HDD is in a USB enclosure), or AHCI?