If you only have one ATA/IDE drive, set the jumper so it is the primary/master drive and use the end connector on the cable.
If you don't have an available SATA connector on the motherboard you can purchase an add-in card so you can use more SATA devices, such as the DVD/BluRay you just purchased; otherwise you will have to delte one of your current SATA drives to use the new DVD. If you have a small SATA hard-drive, transfer all your data from it to the new 500GB drive, then remove the small drive and use the newly freed SATA connector for your new DVD.