Have you got :-
The CD-Rom set as slave (Hard drive should be master).
Or on a seperate cable.
The lead is in the right way (red line points at the power connector of the cd-rom)
Other end of the cable, the red point to pin 1 (check manual)
The cd-rom some times Doesn't appear in some bios's so check in windows.
If still no joy, delete the ide controller in windows.
When you re-boot it should re-discover the controller and set it up.
one more re-boot and it should discover your cd-rom.
..... you did have power in the CD-rom i hope.
Intel Core2Duo 6400 @ 3.4Ghz
4GB Geil 6400 Ultra
3 x 500 Gb Samsung HD
EVGA 8800 Ultra OC