probably a bad drive... try either another sata port, or with another computer. otherwise, return
Not showing in BIOS at all
I hate to ask the obvious, but did you plug in the SATA cable and the power cable?
Is your BIOS setting for the chipset Serial ATA controller set to IDE or AHCI? If its on IDE or RAID setting; try using AHCI. Unless you're using Windows XP which does not support AHCI without additional drivers; Vista and Win7 fully support AHCI and that's what you should use.