I'd guess that you need to go to the disk management utility.
Start --> run --> diskmgmt.msc will bring up said utility - your new drive should appear in the list (probably as 'disk1' - right click on its entry and choose 'new partition'.
A wizard appears that asks you to select various options: choose primary partition, then select the maximum size (unless you want to partition it in smaller chunks for some reason, assign the drive letter and finally select FAT32 or NTFS format.
Obviously backup your data first and make absolutely sure you're choosing the right disk (windows will warn you if you select the boot disk).
hth
Charles