It could be a fault with the hardware, and may need to be sent back.
First test though is to give it a seperate power source.
Try using a seperate power connector from your power supply, and not one sharing with fans, etc to see if its a power issue.
Is it recognised in the BIOS? Can you open and close the drive? (i.e, its recieving power)
Also try using another SATA port/cable on your motherboard (or if its IDE, another IDE lead) to check this also.