I could never get a CF and an IDE hard drive drive to work on the a same cable on my A4000. Others reportedly have. It might be the adaptor and the A4000 IDE interface that don't want to play together. If you have access to another adaptor, then may be try this?
EDIT: It seems many CF adaptors are dual Master Slave adapters and will take up both Master and Slave roles on the IDE interface, even when there ia another IDE device on the same cable. They won't work with anything else attached to the same IDE cable. There are apparantly single CF adapters out there, and I'm trying to get one myself.
This *may* work:
http://cgi.ebay.com.au/ws/eBayISAPI.dll?ViewItem&item=170451687849&_trksid=p2759.l1259. I'm waiting for the seller to confirm.