Can't install games in my second SATA!

Hi guys, I recently bought a new HDD (Western Digital 500gb 7200rpm SATAII). It's the first time i buy another HDD for my rig, so I know little about installing HDDs.

I didn't have problems installing it, i just plugged the SATA and the power connectors, and then i formattted it. Btw i'm using Vista.

Now i can see the second SATA drive in my computer, the problem is that it seems that i can use it only for storage. I can't install games and other programs (i get different error messages such as time limit expired). Also, sometimes it takes a lot of time to move stuff from the older hdd to the new one (the old one is a WD 250gb SATA).

What can i do? Do i need to make partitions or install the OS in the new drive or something?

I'd really appreciate any help.

No, in disk management I only formatted the new HDD, I didn't create any partition.

I've tried to do what you said, but still can't install games. During installation the progress bar suddenly stops and after a couple of minutes i get an error message, it's weird because the error it's not the same in every game, for exampe, in Red Alert i get an error that ask me to make sure that V00AS or something is correct (it's a file from the game, but i don't see any problem with it), and with Dead Space i get a time limit expired error.

About the 2nd answer, You are right, i thought that i only needed to connect the new HDD and format it, i don't know if i did something wrong. It's like if the new drive were working as a USB device or something.

Maybe programs need to be on the same partition as Windows :? They write to the registry so i'm guessing they can't be on a separate partition.X360PS3AMD05

Mind if i bump?

Just in case someone knows what's the problem.