First and foremost check that the HDD is detected in BIOS..if No then XP won't detect it too. Check that all connections and power chord is properly plugged in at both ends. Make sure that the SATA cable is not excessively bent. Avoid bending it beyond 80 degrees.
IF yes, check the way it is configured in the BIOS. Set SATA Mode to IDE and Not RAID unless you want to use RAID config and try the XP install.