I had the problem with a 486 and a MultiI/O controller. However I don't think it is related because your system is probably way newer as it supports booting from CDs.
first thing that comes to my mind is, have you jumpered it correctly? Does the BIOS sees it? And does Windows fdisk recognize the second disk?
if it doesn't work at all you could also unplug the Windows HDD for the time of the installation, install slackware and then boot slackware with a boot disk to configure Lilo etc.
Otherwise I'm puzzled as well.