I think you may need to look in Device Manager.
In XP, the easiest way to find it is to right click the My Computer icon on the desktop and select Manage. You should see all the drives listed as below. If the 'missing' drive is listed, right click it, and Uninstall, then reboot, and it should reinstall it for you.
By the way, different drives have different coloured lights. My Sony is also orange, so I don't think that anything to do with it.
If it's not listed, let us know, and we'll think of something else. It could be that the jumper on the drive isn't set correctly, according to how it is situated on the IDE cable, i.e. Master or Slave.