Hi there,
I don't know this specific board, but I have just set a Maxtor SATA HDD as the boot drive using a Gigabyte GA-7N400 Pro2 board. Your problem is likely to be that XP won't recognize a SATA drive up front unless you provide it with appropriate drivers. What I did was
1) format my Maxtor drive upfront using a utility called Maxblast3 I downloaded from Maxtor's site and installed on a floppy. Possibly, WD provide a similar Utility?
2) copied the SATA drivers (in the case of the Pro2 that meant Silicon Image SATA drivers that came bundled on the Board's Drivers & Utilities CD) onto a floppy.
3) started an installation of XP from a CD ROM Drive as usual, but interrupted by repeatedly pressing F6 (I think). This lets Windows XP know that you want to pre-install drivers.
4) Direct Windows to look for the drivers on your A:\ drive
5) Once Windows XP has installed the drivers it will recognize your SATA drive and your installation should be straightforward.
Harry