ROM version 37300 (like yours) will work with hds up to 40 Mb (not Gb, Mb is the word).
Anything bigger than that is a guessing game. I know! I have tested 3 differents hds on my kickstart 37300 A600 (all 3 works ;-)). But again, it's a guessing game, be warned.
Using version 37350 ROMs and you'll be able to put any hd up to 4Gb.
Using WHDLoad in a plain A600 (without accelerator or even a memory expansion)? Doubtfully you'll be able to play a single game. Even ECS ones!
A tip: buy a PCMCIA memory expansion card (1 up to 4Mb) and hook it into the A600. At least you'll be able to play hd installed games (not whdload!).