If it's the same Hard Drive, one not working then stick another one and it work I know right away it's the Hard Drive. But it's 2 completely different Hard Drive, one is Western Digital that have a molex power adaptor, the other is a Seagate with just the normal SATA Interface. At first, when I got the Western Digital I didn't suspect anything, when it wasn't readable I just thought this drive don't work on my Mac Pro and return the Hard Drive right after. If it wasn't for the Seagate being noisy I wouldn't even suspect anything wrong. It's a good thing I come here and ask though, since I know for sure now the WD5000KS will work on my Mac Pro, it have help me narrow down some possible solutions. I know it could be something simple as the Hard Drive is DOA, heck it happen even to retail one since it's still a Hard Drive afterall and it prone to fail no matter what. The only solution now left is to wait for the new WD5000KS one to come see if it will read this time. One thing I wish I have done though is to hold onto the Western Digital Hard Drive that I have bought from Best Buy, and ask here if this type of Hard Drive is compatible or not. That way I can return the Hard Drive and try another one, then I know for sure if it's the Hard Drive or my Mac Pro. Simple solution.
. Thank You for everyone help, I guess I was being a little Paranoid. This to tell everyone that not alway Retail are better then OEM. My OEM work perfectly while the Retail one with a pretty box and useless cable and CD don't.