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If you have a SATA hard drive, your XP install disk does not include SATA drivers so your SATA hard drive is not recognized. You either need to load SATA drivers during the install when it prompts if you have any drivers that are needed, but you will need the drivers on a floppy disk and the drive, or you will need to see if your BIOS can be set to emulate an IDE drive until Windows is loaded and your drivers are installed, and then you can switch it back.
If your BIOS does not 'see' the drive, either the drive or one of the cables are probably is bad.
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You have to be a little bit crazy to keep you from going insane.