|Turn off your caps lock, you are shouting.|
Generally the lower numbered IDE connector should be used for the boot hard drive. How you connect the remaining drive depends on what kind and how many. If you only have TWO total drives then connect the hard drive to the first and the other drive to the second.
When using Master/ slave jumper settings the Master drive can be connected to either drive connector if using the newer 80 wire/ 40 pin cables. These can be identified by the color scheme described above by Stuart.
Using Master/ slave settings allows more flexibility in routing the cable. CD drives are usually higher in the case than hard drives. Therefore using the center connector for the hard drive makes it easier to make the connections.
Never turn the cable end for end. The newer cables allow for faster speeds if the IDE controller supports them.
When using Cable select (CS) the Master drive will be the drive connected to the end of the cable.
If using Western Digital IDE hard drives there are TWO Master settings. One for Master alone (only drive on the cable) and one for just plain Master.