Hello there viyu!
Sorry to hear you are having some troubles setting up your new hard drive, but it seems you haven't said if you had done any of the steps on initializing and formatting your hard drive. So I will provide a few short steps on how to do so.
1. Hit the start menu and in the search at the bottom type in disk management, I do believe you have it open in the picture already so that is the first thing.
2.Right click on your unallocated hard drive and click initialize this should open up a new menu keep MBR checked off and make sure you have the proper hard drive checked off.
3.After that is done right click on the hard drive again and click format and it should take you through a step by step process which is fairly simple and make sure you keep it on NTSF and then select your hard drive letter.
That should be everything to get your new hard drive up and running, If I have missed anything I am sure some one will correct me or add their advice into what I have missed!