Shoutbox

Not true, depends on your motherboard...
Check how many IDE slots it has.
IDE slot looks somewhat like: [::::::::::.::::::::::] (dunno exactly how many pins it has)
They should also be labelled IDE0, IDE1, etc.
It might also be your motherboard has SATA, in that case look for tiny connectors that look somewhat like: =====/
Again, they should be labelled.

IDE slots can have two drives each (master & slave), but be sure to set the jumpers on the drives properly.
SATA slots can only contain one.

Furthermore, make sure there is enough space in your case,
I don't think normal cases can handle 3 HDD's...