|Consult your Motherboard or computer manual. Every board is a little different but some boards have reserved some of the SATA ports for use with optical drives. Also, if you are not currently using a SATA hard drive then you may need to install SATA chipset drivers. As an alternative to that, you may be able to set the SATA controller you use to run in an IDE compatibility mode.|
YOU DO NOT need to re-install Windows.
having two optical drives is still nice to have. If you bought it locally you could return it but if online I suggest you keep it and get help here to install it.
The first thing to check is to boot into the BIOS (setup) screens and verify all the SATA controllers are enabled. There are various settings for those controllers. Again depending on the board, try AHCI or IDE compatibility. Also look to see if the SATA port is capable of supporting a boot device, which is what you want for your optical drive.
Is your computer a custom built or an OEM pre-built, like Dell, etc.?
Post motherboard model or computer brand and model.