So I bought a 120GB HD for my computer, its a Western Digital Caviar SE. I want the make this HD my slave drive, but I bought it from Newegg and it came in a plain brown box filled with bubble wrap. So there is no manual on how to set the jumpers.

So I went on line and for my 10 pin thing I have to put the jumper thing on the 2nd to last pins closest to the power plug.

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Above is my diagram lol... Anyways I did that then started up my computer then went to computer management, disk management, and there it says my HD is Not Initialize, so how do i Initialize the disk?

Any help would be great.

Firstly, did you not think to check the western digital site?
Jumper settings are usually printed directly onto the top of the hard drive casing. Anyway, there also here.
If the Disk Signature Wizard didn't open automatically, try the instructions here.

I did go to western digitals site and was not sure how to set the jumpers. I installed another HD a while back and set it to be a slave drive which I used to store movies and photos, but now I took it out and added this new HD. My goal is to have a dual boot system, my main HD will have M$ Windows XP and my second drive (The WD) will have Fedora Core 5. So to do this I think I should set me second drive as a slave drive.

So I have a 10-pin Drive and there are two drives in my computer, so should I set the jumpers to Dual (slave)?