HELP! - WD10EARS Caviar Green - Reboot and select proper boot drive message

Hi all, I have just received a new hard drive, once connecting it to the PC and turning it on I have encountered a message saying: Reboot and Select proper Boot device.

I have already accessed the BIOS settings, and changed the priority start up drive to the WD but nothings changed.

Any solutions please? 

Hello and welcome,

If you are using the WD Green as the main hard drive, did you installed Windows first?