You have to hit F6 when Windows prompts for it. It comes up fairly quick, and if you don't hit it at the right time, it won't take. I have missed it before, b/c I was looking at something else when that came up.
Another thing to consider is to make sure that your BIOS settings have your SATA connection not set to any RAID configuration, since you only have one disk for that purpose.
And, another thing you should consider. If your board is the same as mine with the SATA connections, they are run through the PCI bus. Therefore, you won't really get any advantage from a SATA drive over an IDE drive. I read a couple reports online where people tested IDE and SATA with my board, and got slightly better results with the IDE hard drive.
So, if you wanted to go that route, I'd use the IDE drive for Windows and program files, and just use the SATA drive for files and such. You can map your "My Documents" to the extra hard drive, whatever letter it ends up being. Then, you wouldn't have to worry about loading the drivers, I think, from the floppy, b/c Windows would start recognizing the drive most likley, after installation of Windows is complete, and load the correct drivers from within Windows. If not, you could then just load the drivers that don't go on the floppy from the Gigabyte website.
This would alleviate purchasing anything extra at all.
I have used both IDE and SATA drives with my board as single boot drives, and I even once tried a RAID0 setup with 2 SATA drives. However, I never saw any performance gain with the SATA drives. This is probably due to the routing of things on the motherboard. Some of the newer boards would have different results, as they have the SATA drives routed more directly, I believe.
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"If to err is human, then I must be some kind of human!" -Me