Do you mean you can't see it in your BIOS or are you getting a "Hard Drive Not Detected Error". The reason I ask is because I helped out another user that was going through the boot process without installing Windows, which have the error message. They installed Windows and all was good.
If that isn't the case, your next option is test the hard drive on another PC to see if it works. If it doesn't work, it is time to RMA it. If it works, you might be looking at your MOBO, as a possible issue.