Trying to install a new hard drive

Hello, I have a Dell Inspiron 1545 laptop and my hard drive has recently failed.  The laptop won't start anymore and I bought a new hard drive.

This is the hard drive that I had:

Model: HM250HI

S/N: S1YKJC0SC99916

HDD P/N: HM250HI/D

SATA

250 GB

RPM 5400

FW: 2AC101C4

P/N : 32502-F12A A7BUV

This is what I bought:

http://www.amazon.com/500GB-Drive-Inspiron-E1505-E1705/dp/B009KMW1QA/ref=sr_1_1?ie=UTF8&qid=1415702240&sr=8-1&keywords=dell+1545+hard+drive 

I'm trying to install the drive but it either says I don't have a drive, or that i need to reseat it.  What do I do?  The new hard drive is a bit thinner than the old one, I tried lifting up the new one so that it fits perfectly in the caddy, and that's when I get that I have to reseat it.  What do I do?