First thing, try a different cable. Make sure its a standard 40 pin cable, not the keyed variety.
Try it with just one IDE device instead of two. If using only one device then that device has to be jumpered as a master. If using a CDRom or DVDRom & a harddrive then the harddrive has to be the master and the removable media drive (whatever it is) has to be the slave. If using two harddrives, then the bigger of the two should be the master as well as the boot drive (assuming you don't use SCSI as well..). If using two removable media drives, it doesn't matter so much as long as one is the master and the other is slave. Even if you have a four way splitter, the same basic rules apply.