is there an installation program for the card? if not, you might be able to right-clikc the card'd .inf file and select install. or you might be able to let windows search for new components....
is there a new entry in device menager for unknown device?
wd should have a knowledge base on their website for this sort of thing, very common problems. most likely, you will have to install the drivers before inserting the card.
if nothing else works, try moving the card to a different PCI slot. sometimes these things need an exclusive IRQ - and i know in many PCs the first slot shares IRQs with the AGP bus