cuz you didn't plug in the cpu fan cable onto the board? there shouldn't issues with windows finding the hdd (if you are using it as the master drive and install windows on it...) unless you are using it as a secondary where you just have to find it in Disk/Storage Management...
when i opened the case to see why the cpu fan wasn't working i noticed one of the power lines was obstructing it. the cpu was running at 80degreesC for a fair few minutes hopefully there's not too much damage. i spent ages in the bios, messing around with the MoBo CD trying to get windows to find the hdd. after hours sifting through google results i eventually used diskpart.exe to fix it. after that i was home and dry. so there we go, live and learn... or at least we live anyway. oh and i would put a pic or two but i'm afraid they would be just of the case with a few stickers on it (not very pretty). I remember when someone at college showed me some photos of his computer and I told him "why are you showing me pictures of your computer like other people show pictures of their family?".
if you are not a gamer, just buy one. it is a lot cheaper than building one. you can get one for $299.