Once you use /dev/hda and another /dev/hdb, I assume you mean /dev/hda. Message you get is correct. /dev/hda is not partitioned. By doing mkfs.ext3 on hda you only formated whole drive, by using -F you should known what you are doing. To partition disk, you first need to use partitioning tool, for example
and then, after creating partition, format it (/dev/hda1 for example) by mkfs. Do not use -F to if you do not want that behavior.