As to 1. you misunderstood me.
On my Knoppix desktop I have several devices named hda1, hda2, hda3, hdb, etc.
Mounting and opening them shows me their contents, one is my hard disk, one is my dvd player, etc.
2 of them have no contents, so I'm not sure if one of them is my new Maxtor hard disk or not.
It's fresh from the shop with label and everything. The Windows hardware assistant doesn't find it so I want so see if Knoppix does.

I've already secured all my important files and data on a dvd, so whatever I do now there's no risk of losing anything.
When I'm done I want to have Ubuntu and Windows XP on my old hard disk and after starting the computer I want to be asked if I want tu run Ubuntu or Windows this session.
I'm not sure about the best way to proceed however.