If you are getting the idle boot screen, then the HDD is not bootable(yet). Can you hear it spinning up?
Hold down both mouse buttons after reset and go to the early boot menu. Do you see a HDD there? If so try and boot from it by selecting it.
I have also seen A500 HDD's with switches on them to disable them so they won't boot (for compatabilty with floppy games). Don't see a kill switch anywhere?