Can you RMA or exchange the drive and possibly the adapter as well? Or just get a compatible drive and install to that with the new one as slave.
An older mobo designed for (P)ATA drives will not have the ability to boot to a SATA drive even though the adapter is considered to be plug and play (pray).
If you had a functioning operating system, even Windows 98, using what you have in an enclosure or as a slave drive would work but booting to it is another matter. I am assuming this but I think that XP could not load SATA drivers if the mobo cannot support it natively. This, I think, is your problem.
One way to check is, looking in the POST screen to see if the drive is recognized, and/or going into BIOS and reading the description of the drive if detected.
Sylvander's original question is another possibility where you could install a pci adapter card which would come with a floppy disk which would have it's own BIOS and integrate into the mainboard's BIOS to allow you to use the drive as Primary.
Just ideas here, as I have not experienced this problem firsthand... yet.
There's no place like 127.0.0.1