Hi sd45,
Welcome to PCHF.
The HDD your putting into the system doesn't have an operating system installed, therefore you won't be able to boot to it.
If you don't have any install CD's (everybody should IMHO), then your only option would be to copy or clone your current disk. The easiest option would be to use something like Norton Ghost (
Amazon.co.uk: Norton Ghost 2003: Software) which costs around £20. If your looking for a free alternative, this may be possible if you have another PC you could use, possibly a friends that you can put the HDD's into and copy manually?