OK OK OK, I best be serious, but sometimes I just can't help meself
Truth is, you won't do any harm connecting cables wrong way - things just won't work/be recognised.
And of course if you're using rounded cables often you have no red line to identify which end of the connector goes to pin 1.
However, most cables have lugs on the connectors which correspond to slots on the hard drive and optical drive sockets.
And most quality rounded cabels are actually labelled 'mainboard' 'slave' and 'master' which helps to alleviate any confusion.
There is one exception to the rule.
If you connect a floppy drive cable round the wrong way and you have a floppy disk in the drive, when you switch your computer on it will likely make some horrible grinding noises and your floppy drive will go to the great computer components graveyard in the sky.
So if you're not positive you've connected your floppy drive cable round the right way or not, make sure you have no disk in it when you boot.
And a sure indication the floppy drive cable is round the wrong way is when it's led stays on permanently.
Other than that, most advice offered here in this thread should see most peeps through their cable installation.