Hi,
I own a cd32 with a SX-1 expansion, it didn't come with anything but a small two sheet instructions that told you how to plug it in and set some of the jumper settings on the SX-1 for memory and floppy drive.
The biggest thing to look at is the power supply, the original power supply had enough juice to power the cd32, sx-1, and an external floppy drive and maybe 2meg of ram (pushing it). After obtaining a big power supply I put in a 500 meg hard drive, I used the CD32 cdrom drive to load in os 3.5, NOW HEAR THIS I used hard disk toolbox to low level format my ide hard drive and then set it up. It worked perfectly fine, now since then I have installed a 800 meg and a 1.2 meg using same procederes and it all worked out fine. My hard drive works etc.
Look at your power supply. I can't find my paperwork on the settings but there may be some that you have to set up for the hard drive. I forgot. It's been over 2 years since I had done all this and now I am sort of in PC type machines and really haven't played to much with my old friend the Amiga's. Although I can't seem to tear down my A3000 and it still plays the best game of mahjong, and soliton for card games. I still like turning it on and have it play mods while I use my PC. By the way don't even try to play music and play a game with a PC it jumps and stumbles on a 900 mhz machine.
Smerf