If your current Harddrive is connected by this cable right now:
As you can see, it has basically 2 end pieces. One is called the masters (in case you only have one HDD, it should be attached to that one) that's the end piece and the one in the middle is called the slave which is for the slave drive. If your slave drive attachment has no drive attached to it and you are buying an appropriate HDD it should be attached to that part.
Notice that you also may have to set things called "jumpers".
http://images.google.de/images?svnum=10 ... rch+Images
They define your primary (master) and secondary (slave) drive. By default they are set to "let cable choose" which means that master and slave are defined by where you attach them on the IDE cable (like I told you above).
That's actually all theres too it, make sure you are careful with those pins and you have enough system power and cables to attach a power cable to the drive.