You might want to reconsider SATA because
- Unless the controller comes with native boottime support for itself (i.e., does the controller support itself

) then you will have to load boot-time drivers in order to install an OS onto the drive ... theoretically not a big deal but really... a pain in the arse sometimes
- You wont notice much in terms of perfomance difference compared to ATA100/133 for (a) an increased cost and (b) an increased hassle
Now if you're adamant on using SATA:
- Physically install everything
- Goto BIOS, set CDROM as first boot device
- Pop the Windows CD in, boot off it
- Withintn the first 30 seconds it should say something like "Press CTRL+F6 to load SCSI/RAID drivers". press CTRL+F6
- You will find the drivers for the SATA card hopefully on the CD or floppy that came with the controoler -- make sure you've got those drivers on both CD and floppy -- sometimes it dont like the CD much and you
will have to load drivers from the floppy -- even if the manual says you dont
- Install as per usual