I found the problem. It turned out that there are 4 IDE slots on the MB and 2 of them are for RAID, while the other 2 are 'normal' (or maybe main ones). And I had to attach the HDD to the 'normal' ones.
I had a PC with RAID on it, so it worked with 2 40GB HDDs like one 80GB. One of them died so I bought a new one. I removed the old ones and put the new one. I powered on the PC, entered the RAID build menu and removed the old RAID. Then I rebooted the PC. New RAID (with the single new HDD) was created automaticly and the PC rebooted again. After that I had to intall Windows, but in the beginning of the installation no HDD is found. So when I boot the RAID utility finds the HDD, but after that it's not there. What could be the problem? The MB is Asus P4B533-E.