How to boot from new hard drive

My desktop computer is 11 years old, running Windows XP. The hard disk was crashing periodically, so I decided to buy and install a new hard drive. The computer design uses the Parallel ATA (=IDE) interface, which apparently is hard to find these days, but I managed to order a Western Digital 250 GB PATA hard drive.

I opened up the computer and installed the new hard drive into an empty slot, and connected it to the cable as Primary Slave. (I did not remove the old hard drive as I will want to copy the data from it to the new hard drive.) I then installed Xubuntu 12.04 LTS (since Windows XP is approaching end-of-life) onto a partition of the new hard drive, using an install CD.

The BIOS recognizes the existence of my new drive in the Primary Slave position. However, I am having trouble configuring the BIOS to boot from the new drive.

EDIT:

When I enter the Phoenix Award BIOS CMOS Setup Utility -> Advanced BIOS Features and choose "First Boot Device", the available choices include HDD-0, HDD-1, HDD-2, and HDD-3 (as well as others that seem to be irrelevant, as far as I can tell). HDD-0 goes to the original (old) hard drive. Selecting HDD-2 or HDD-3 leads to an immediate "SYSTEM BOOT FAILURE, INSERT SYSTEM DISK AND PRESS ENTER" when trying to boot. Interestingly, if I set "First Boot Device" to HDD-1 and try to boot, I still get "SYSTEM BOOT ERROR…" as above, but it takes an extra 65 seconds before that error message is displayed.

So my question is: How do I configure the BIOS to boot from my newly installed hard drive? More specifically, it appears that when setting the "First Boot Device" to HDD-1 it may be trying to boot from my new drive for 65 seconds, but the result is unsuccessful. How do I fix this?