Unless your hard drive is formatted, it won't be visible by stuff like Hiren's Boot CD, because it is in raw factory state. It will be detected in BIOS though.
If it's detected in BIOS, you can go ahead and install an OS on it, at which time it will be formatted.
About the error, check the boot list from BIOS. USB drive should be first to boot in that list, followed by optical drive (or whichever you prefer), and then the hard drive.
See if the error goes away after that. If not, report back with any error messages that you see.
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Anupam
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