What is a software utility?

This is what the seagate website told me.  "To successfully install and obtain the maximum capacity from the drive, use DiscWizard 2003 disc drive installation software utility." 

 

What does Discwizard actually do, has anyone ever used it before?

 

I ask this because I recieved a 4600 with a 40 MB hardrive when I was supposed to recieved a 160 MB SATA drive install in it.  Dell has sent me the hardrive and the cables, and somebody told me that I don't need an adapter because the motherboard is compatible.  I haven't set up my computer yet, It is still in the box.

 

So should I set it up and run Discwizard the way it is and install the new 160 hard drive after that is complete, or should I install the new harddrive before I set up the computer?

 

Thanks in advance!