Generally speaking, no they don't depend on each other. That said, older BIOSes might not recognize the drive if it's jumper is set to 'CS' (cable select.) Switch the jumper on the CD ROM to 'Master' and attach the drive to the 'end' of the IDE ribbon, ensure the power supply is powering the drive adequately, then go into your BIOS at boot up and see if the BIOS can see the drive. If it sees the CD-ROM, you can try pulling the CD-ROM out, and replace it with the potentially bad hard drive, ensuring that the hard drive's jumper is on 'MA' (Master) and see if the system recognizes it.
Something as simple as a loose power cable can cause older motherboards to go very buggy. Also, make sure your IDE cable is attached correctly; older IDE cables don't always have a 'notch' to indicate which way the cable is supposed to plug in.