WyomingKnott is probably right - a new drive needs to be partitioned and formatted before you can use it. If you're using Windows, then:
Click Start -> Right-click "Computer" -> select "Manage"
Click the "Disk Management" link in the left pane
Scroll down to the BOTTOM of the middle pane, find your new drive, and right-click on it to create a volume (this partitions it) and then again to format it. For a separate data drive you probably just want to create one partition (volume) that fills the whole disk.