A totally satisfactory product, that'd probably benefit from some details for the uninitiated.
For starters, the dual-headed USB cable (for reference: 1 x mini-'B' to 2 x 'A') is there in case your USB port doesn't supply enough juice to run a drive with a single cable. This varies, but as a broad guide any USB socket that's attached to a board (either the motherboard - so, sticking out the back of the case - or a PCI board - also usually out the back) should carry enough voltage.
Some 'headers' (the sockets on the front of your PC's case, sometimes behind a little flap/cover) will carry enough voltage, but not all.
And the ones least likely to carry enough voltage to run the drive are USB hubs or other separate connections (like those in keyboards or monitors, acting as hubs/extensions).
In the case of the last two, connect both of the `A' sides of the supplied cable to your PC's USB ports, and the single mini connector to the caddy. This should supply enough power to run the drive.
The other issue is that some drives - even if they are working drives, and have enough power supplied - may not show in the list in 'My Computer'. I had this problem when I connected an old 40GB PS3 drive using the caddy, to test it out. Instead of getting a prompt to format the drive (or use Explorer) nothing appeared. To resolve this, I opened disk manager: click on START (or the Windows button) and in the search bar (or by clicking on RUN and opening the search bar) type DISKMGMT.MSC and press ENTER / click OK.
You get options for adding drive entries, formatting and partitioning (Google 'Disk Management' for more info) so you should be able to sort it out here.
A quick note on the product itself: packaging is sturdy cardboard; you get the caddy itself and the cable. The SATA connector is raised about 20 degrees, and the drive connects smoothly with just the right amount of resistance. There's a static-free plastic sheet that sits in the caddy's base, which is a nice inclusion. The caddy comes clipped together, and opening its best accomplished with a craft knife/pen knife - almost impossible with fingers (as it should be) - and fits together well. The edges are quite sharp, but it's well engineered and fits together neatly.
The mini USB connector's well engineered, and the LED (red) is bright. There's some nice decal printing on the top of the case (for those who care about these things) and it comes with a neat little slipcase, too. All-in-all, an excellent product for the price, but perhaps a little daunting for the novice/intermediate PC user, as it lacks instructions.