Hard Drives Dissapear From Vista

I bought 2 Western Digital 500g hard drives (WD5000AVVS). I have a Dell Studio XPS 435T. After I installed them I could not get them to show up in Windows Vista or disk management. Bios would show hard drive but it would not give a model number and disk capacity would show 0MB. I booted into Ubuntu (Linux) and they showed up immediately.  I booted back intto Vista and they showed up. I formatted them (NTFS)  and all seemed well. If I restarted the computer they still worked great. When I shut the computer down they dissapear. I tried Ubuntu (Linux) again and they still show up all the time regardless of what I do. They don't show back up in Vista though, I took both hard drives back for replacements, and the new ones do the exact same thing. Any help  would be appreciated. 

Thanks