USB docking station not showing

I bought Newlink USB docking station for an internal SATA drive. The idea is that you just slot one in and off you go, just like any external drive (might need formatting though) and it should be even hot swappable. I was so looking forward to backing up my pc and moving my music & image collection, creating space for important work in the laptop that I must lug around.

When I first plugged it in, Windows said that my "new hardware is installed and working" but it doesn't show in My Computer. :cry There is a USB device (with a serial number) showing under Disk Drives and it says it's working fine.

I am using a second-hand Toshiba Satellite laptop with dual processor (might be even core duo) and with only one hard drive. OS is Windows Media Edition 2005.

How can I get this drive to show in my computer? I suppose I need to format it, too, but how do I do it in XP? I did it once on my newly built computer in DOS mode (My Win98 disk didn't auto-format the drive) but that was far too long for me to remember - and anyway, I have never added another HDD.