Some thoughts only...1) Try to connect HDD as primary master if possible. I'm not sure about the board that you are using, but I did encounter some board that behaviour strangely with other device connected to PM.
2) CD-ROM drive using PIO mode is normal.
3) I presume you are already using 80-pin IDE cable for your HDD, right? Check your jumpers?
我用的P4P800D,只有primary支持UDMA5.
secondary支持UDMA2/PIO.....