Did you copy/clone your system over to the new HDD?
Or did you add it as a second (third) HDD?
If this is an additional HDD, your system (boot/XP) disk will always be C: but you can change the new driveletter to be D: (or anything else).
Right click on My Computer and select Manage (or Start - Settings - Control Panel - Administrative Tools - Computer Management).
Then on the left select Disk Management.
On the right (top portion) right click on the drive and select "Change Drive Letter and Paths".
If your D: drive is currently a CD-ROM or DVD-ROM you will right need to change its drive letter to the next available. The change the HDD letter to D:.
As per the other two posts, it is "near" impossible to change your system/boot/XP drive letter.
I say "near" because it is possible if you google it. But your milage may vary.

Good luck!
ronald.