Every PC as 2 IDE Channels, a Primary channel and a Secondary channel. Each IDE channel (or each IDE cable if you prefer) has a Master and a Slave. Add all thse up and you have the following:
Primary: Master, Slave.
Secondary: Master, Slave.
Total of 4 IDE devices. Dig?
You probably have your current HDD (Hard Disk Drive) set as the Primary Master, if you want a second drive, you'll need to hook it up on one of the free connections. Chances are you also have a CD/CDR/DVD drive on one of those as well. Most people will have thier optical disk drives on the secondary channel, and their HDDs on the primary, but it doesn't really matter.
What does matter it where you connect it and what the drive's jumpers are set to. The jumpers (little switches of some kind, either an actual block of "switches" or simply connector pins that you switch "on" by shorting out (connecting) them with a "jumper") tell the IDE channel if this drive is meant to be a master or a slave. These are located on the Hard drive somewhere, refer to the HDD's website or manual if you can't find them or can't find any way to tell which switch is which, but they usually have a little reference table printed on them somewhere.
The settings are fairly straight foward, Master | Slave | None | Sometimes they even have seperate setting for "cable select" -- which determins the Master/Slave status based on the position of the drive on the cable, which can be confusing so just ignore this. Additionally and commonly with Hard disks, if there is only to be one drive on the cable/channel then no jumper will be shorted/set (often represented by a jumper set across two switches, which won't short anything but it keeps the jumper with the drive incase you do need it at some point).
So, in order to add another drive, you'll need to figure out where you're going to hook it up and set the jumper to reflect this. To do this, you'll need to know what the current drives on that IDE channel/cable are setup as. If you add a drive to the same cable as an existing HDD, you may need to change the jumper on the pre-existing drive to explicitly say it's the master drive, and the one you're installing is the slave, naturally.
If this is still too confusing, then perhaps you should just pay someone to install if for you. You should also check your computers warranty information, adding another HDD yourself might void it's warranty. I've come across many brand name PC's in which just opening the computer case voids the warranty, so be carefull about that.