My hard drive died on my laptop. It's a HP Pavillion ZV5120. I only had a 40Gb so I thought since it died I'd upgrade. Well here's my problem. I thought ATA and SATA were the same thing. I bought a WD Scorpio and the connection is different. It's a male slot type the old one had male pins with a adapter to make it female. Did I buy the total wrong thing? Can't I just buy the correct adapter if so what is it called?

There 'are' adapters for desktops, but I think it's very unlikely that you will find one for a laptop. I suggest that you try and return it for the correct drive.

"Did I buy the total wrong thing?"

Yes.
You need to get an IDE drive.

"Can't I just buy the correct adapter if so what is it called?"

Even if you did use adapters (it could be done in theory but you would probably need several adapters) there probably isn't enough space where the drive installs to get it/them in the available space.

Another thing is, depending on how old your mboard / bios version is, you may be limited to drive sizes max 128gb or smaller.

You can get external drive cases that have electronic circuits that allow you to connect the SATA drive via USB or firewire, but you probably don't want to do that.

Try to return the drive if you can. You can not use it.

:)

"If I'd known the difference between 'antidote' and 'anecdote,' my friend Bobby Snider would still be alive today." --Ron White

I read it wrong and answer it wrong too. So get off my case you peanut.