SATA controllers can be set to one of up to three modes depending on your system BIOS: IDE emulation, SATA, SATA RAID. There are several flavors of these names. Check your BIOS documentation for more information.
Compatible, IDE, ATA (emulates IDE)
AHCI or EHCI (SATA standard mode)
AHCI / RAID auto detect
The question is then does your Windows installation have the drivers needed for the SATA controller. Windows XP most likely does not. Windows Vista and Windows 7 iclude some SATA support.
So you need either a floppy disk or USB flash drive with the SATA driver and will need to press the F6 key when prompted for the system to load your driver. These are usually called mass storage drivers.
If you create your own install disks or install points insure you have the mass storage driver added to your Windows installion.
While it is possible (and some searching will provide instructions) it is better to install the SATA driver up front then trying to switch later.
The settings needs to be changed in BIOS.
Review if your sata drive is configured to be bootable.
Review your primary partition with a program like GParted (many linux livecd has it) and make it as bootable.