The new harddrive technology you refer to is SATA.
A SATA power cable is used,http://www.playtool.com/pages/psuconnectors/connectors.html#sata
,and a SATA Data cable is used,http://en.wikipedia.org/wiki/SATA
To the upper right of the page shows a SATA Data cable connector, on the end of a SATA Data cable.
Below it is an example of a SATA header on the motherboard. Color does Not matter.
The SATA power cable connector has 15 pins. The SATA Data cable connector has 7 pins. Both connectors use an L shape on the inside, to line up the connection.
The type of older Harddrive technology you are using now is IDE.
It is also known as PATA.
Uses a 40-pin flat ribbon cable for the Data cable. (Note* Only 39 pins are used. One hole is blocked off, or has no wire )http://en.wikipedia.org/wiki/Parallel_ATA#IDE_and_ATA-1
The Gigabyte GA-81845GVM-RZ motherboard's Storage Controller Type support is IDE, [ DMA/ATA-100 (Ultra) X 2 ],http://www.dealtime.com/Gigabyte-Gigabyte-Technology-i845GVup-to-2GB-DDRDIMM-3DDR/info?tab=specs
There are no SATA headers on the motherboard,http://www.ebay.com/itm/Gigabyte-GA-8I845GVM-RZ-Motherboard-DHL-UPS-3-8-DAY-/390337518730?_trksid=p4340.m185&_trkparms=algo%3DSIC.NPJS%26its%3DI%26itu%3DUA%26otn%3D5%26pmod%3D180645618978%26ps%3D63%26clkid%3D5166955561701266148
HOWEVER,....all is not lost. You can install a SATA Adapter Card in an unused PCI (White long slot), and use a SATA harddrive.
Example of a SATA Adapter Card,http://www.tigerdirect.com/applications/SearchTools/item-details.asp?EdpNo=2329305&CatId=1455
With the above SATA Adapter Card model, you will have 4 internal SATA headers. They are on the adapter card.
[ Also advise maxing out the Ram Memory, and using the best Intel Pentium 4, Socket 478 processor, that you can obtain.
The CPU Support Chart is available on the Gigabyte Support main page]
For additional questions please post in a Comment.