ok, lets take it from the top
what OS do you have?
did you turn the power off on the pc ?
did you have an existing cd drive the new burner is replacing ?
if yes...did you configure the new cd jumper on the back the same as the old cd drive ?
if no...did you install the cd drive on the on the primary or secondary IDE controller ? did you configure the jumper on the back of the cdrom correctly for master or slave or CS ( cable select..for this the ide cable usually has master or slave printed on the cable)
did you go into the bios and see if the controller or position is turned off...or if you can see the cdrom in the bios.