how do i install cd- drive

i got a new CD drive. i tried installing it but did not work plug and play picked it up and so i tried adding it on add new hardware but it says you can only install one thing at a time.so i tried going back to my old drive but my computer did not want to picked it up just like my new one . so what i want to do is keep both drives running if possible and get them installed right with the configuration of master and slave
I'm running on windows xp Home edition

 

sorry what i meant was, that i had bought a new CD drive, and that i tried installing the new CD drive but plug and play did not work at lest not completely. Because it showed up on hardware devises so i tried updating the driver so that it would show up on my computer, but it filed and recommended uninstalling and installing but when i tired installing the cd drive, the computer said you can only install one new hardware at a time. But i don't have anything els installing at least non that i know of.

PS
I'm going to try the steps you gave me see what results I get and message you back later.

 

i did the steps from the guide did not work on step 3 plug and play did not install the cd drive is it possible that my plug and play is broken or corrupt because i inserted a flash drive in to my computer and i had to go into device manager and tell it to install the diver by telling the computer to update it so i wanted to try it on this but is did not work and i got a message saying that "windows cannot load the device driver for this hardware. the diver may be corrupted or missing [code 39] and also it dose the same thing with the other CD-drive