This is because nVIDIA chipset supports SATA Hot Swap function, you can see the SATA Device in the "safely remove hardware" wizard under Windows XP. Please note that Windows will NOT allow you to remove a boot drive / system volume within this Windows utility.
Based on product specification, the board you have does come with nFORCE 3 Ultra chipset, not nFORCE 3 250 chipset. We have confirmed this symptom with nVIDIA. This is because nFORCE 3 250 series chipsets use the same device ID and cause wrong H/W detection report.
Because there is no disk partition on the new installed HDD and Windows will not show the new HDD in "My Computer". Thus, you must find the Disk Management utility under Windows. This is located in different areas depending on your version of Windows, but for Windows XP you can find it as follows: Click on the START button and select the Control Panel Click on Performance and Maintenance Click on Administrative Tools at the bottom Double click on the Computer Management icon On the left side, expand the Storage category and click on the Disk Management icon From the Disk Management utility, you can create, change or delete partitions. Please be careful when using this utility since you can accidentally delete data. We recommend that you read any available documentation on this utility from Microsoft if you are not experienced with creating or changing hard drive partitions.