The first thing to check is that you've connected it properly.
The next thing to check is your ThinkPad Configuration utility. In the "Docking Station" category, under IDE Device, you have to make sure it is Enabled.
The ThinkPad Configuration utility is available from the
Device Driver matrix for the 600.
I think what happens in a default setup is that Warm/Hot Swapping is enabled by using a configuration that conflicts with an IDE device in the docking station (presumably on the assumption that the majority will not have a docking station). If this is your issue, then you will be told you need to disable something when you try to enable the IDE device as described above. In that case, when asked, say YES, to disable the Hot/Warm Swapping function. For more information about this issue, consult document MIGR-40050:
Microsoft Windows XP Limitations for the 600/770 series. This document refers to a SelectaDock III, but I expect similar problems may arise with a SelectaDock II. Don't know for sure, though.
Phil.