You need a CF to IDE adapter and then an IDE host controller on the A500. There are not many out there (maybe 1 or 2 internal like the ICD and 1 or 2 external side expansions)
Alternately, if you can get a slightly more common external SCSI sidecar-style controller for the A500 (Dataflyer, Supra, Commodore, GVP, etc) you could go CF -> IDE adapter -> SCSI bridge.
