You will need to open the case and may have to remove the drive from it to see how the jumper settings are set.
At the rear of the drive usually to the left of the IDE cable connector, there are a number of pins which can be set open or closed with a plastic jumper. Normally the drive has how to set these for master, slave and cable select printed on top of it.
What to set it as depends upon what else is connected to that IDE ribbon cable. If nothing it should be set to master, and you should use the end connector of the ribbon cable to connect to the CD drive.
If there is something else on the same cable (another drive, Zip or CD-RW etc) then set it to slave and use the middle connector of the ribbon cable to connect the drive.
Have you looked at the drive in device manager (go to control panel, then system, then the device manager tab) to see if the drive is showing up there? Highlight it and select properties to see if Windows detects that there is something wrong with the drive.