go into BIOS and make sure the new HDD is recognized.
Also check the boot order, disable all unnecessary devices. Leave only the one that you plan to use to install the OS. for example if you plan to use a DVD to install windows make the dvd your first boot device, your hard drive the second device and disable everything else.
hi don't worry to much about that message just do as instructed above and then once you have the os installed (assuming you get that far) run a hdd diagnostic test like hd tune or crystal disk info, this will let you know if your new hdd is truely faulty