If you are installing XP or Vista then you can setup the HD as you install Windows. Just replace the old HD with the new one, then boot from the Windows install CD. It will load some drivers and then eventually get to a screen asking where to install the OS. From here you can partition and setup the HD before installing Windows. Make sure you select NTFS and not FAT as the filesystem, and do a quick format (no need to do a full one), then it will perform the partition and format and continue with the install.

If you create more then one partition at the install stage, after Windows has finished installing you may need to format the other partitions before you can see them as drives in Windows. To do this right click on My Computer and select manage. Then go to Disk Management where it should show you the partitions you set up. Select any additional partitions and right click to format them.