AHCI Mode Setup

First of all, I'm assuming you are using Windows 7 because of the non-detection issue. AHCI is separate from the SATA 3Gb/s standard and is in place to take advantage of hot swapping drives and native command queuing, etc. If you don't have the use for these advanced features, you shouldn't need to enable them. If you do have the need for advanced SATA features, you'll need to edit the registry in Windows 7. The reason you aren't seeing any devices after you boot into Windows 7 after enabling AHCI, is because Windows 7 for some reason is not compatible out of the box to handle AHCI. There's a thread on what you need to do to edit the registry, then enabled this function in the BIOS, then reboot. Please be careful editing the registry and always create a backup before doing changes. Check out this thread here:

enable AHCI in Windows 7

I always leave my SMART fan controls off and run SpeedFan when I build a new system to check temps. Hardware thermal control on your system allows you to set warning and shut off temps. I always like to monitor my temps while in the operating system so I can see exactly what's going on. These features in the BIOS are nice, but I've not ever enabled them. Chances are, your CPU fan will always run full speed anyway, unless it's sleeping and you've got an AMD in Cool n' Quiet mode. Leave them disabled because it's not going to hurt anything. But always when building a new system, check your temps while testing your system. SpeedFan can be found here:

SpeedFan - Access temperature sensor in your computer

I like Speedfan because it monitors all the CPU cores, system and graphics processors.

Hope this helps.

You have your BIOS settings set correctly.
And yes, it could have something to do with the ports.

I assume these hard drives have been used before? Or are they new too?

On your motherboard there will be 6 regular SATA ports plus an addition 2 to 4 extended ports. The regular ports run on the Intel controller, the additional on a secondary controller. You want to be sure you plug your SATA HDD into the Intel ports, and it's best practice to plug it into port 1. Read Your Manual to see which port is port 1.

If you have it plugged into the correct port it could be a cable problem. Bad SATA cable, power or SATA cable not pushed in all the way, etc. Check your cable connections or try another SATA cable.

If none of that works then try a single drive in each of the SATA ports, including the extended ones, and reboot to test.

Hope that helps.

Also FWIW: I use my BIOS fan control. Keeps the system quiet when it's not working hard.
I also like that I can hear when the system is working on something.

No. Do not upgrade the BIOS at this time. That is serious business. You would only do that to solve a specific problem and when you do so you need to be sure you know exactly what you are doing - step-by-step.

The system is not booting from the optical drives (DVD-CD) because you need to change the Boot Order in the BIOS. Right now it is most likely set on HDD first then Optical. You want to change that so it lists the Optical drive first, then it will boot the install DVD.

Get the system to recognize the HDDs first, then work on the boot order.

I just looked at some photos of your MB and it looks to me like the main SATA ports are the blue ones.

Did you make any other changes to the BIOS settings besides AHCI and Boot Order?

Ok! So you got HDD drives now? Good.

So DVD. Is it plugged into one of the main SATA ports too?

2 Sata ports on this board are 3GB/s (WHITE) and the other 6 are SATA 6Gb/s (BLUE). So trying a single drive in port 1 of the SATA 3GB/s seems the way to get it up and running. As TVeblen says, and good advice I might add, is never upgrade your BIOS unless you've got a reason to. It seems F4 is pretty recent on that board anyway. Try the white 3GB/s SATA ports and see if it picks up your drives.