While you may have needed a new HD and maybe a new cable you also need to have an OS on the HD.
This is where you get into a bit of a catch twenty-two problem. Your original HD likely had a recovery partition on it but the disk died so you could't do a recovery. Now with the new disk you don't have that as you haven't set it up yet (which clearly you can't as you don't have a copy of the OS)
OK now how fix this:
First do you have an Apple Store near you? If you do make an appointment with the Genus bar to have them re-install your OS for you (put the original HD back in for now). If that fails have them create a bootable USB thumb drive for you with the OS installer for your system Note: You'll need to bring that with you. Then at home you can install your new HD.
An alternative is if you have a friend who has a Mac that is willing to help you here. Using a network or FireWire cable connect your system to your friends then boot yours up in target disk mode so your systems HD is seen as an external drive to your friends system. Then using your friends OS installer setup and install the OS on your system. Make sure your system has a recovery partition and while your at it setup a USB thumb drive as a backup for the next time.