Actually ... if you are installing Linux to a separate hard drive then I would recommend:-
1. Install windows on first hard drive (you already have this anyway by the sounds of things).
2. Unplug windows hard drive and plug in Linux hard drive. Install Linux to hard drive.
3. Plug in Windows and Linux hard drives.
4. Boot system, if Windows boots then shutdown Windows and change BIOS settings or hard drive cables so Linux boots.
5. Add entry to Linux bootloader to allow Windows to be selected and boot.
My reasons for recommending this are:-
a) it minimizes the chance of over-writing Windows data (by you selecting the wrong drive during the install).
b) failure or removal of either hard drive still leaves a system which will boot.

It's a bit more work to do the initial setup but I think it is worth the effort
