What does this mean? Partition Failed: Couldn't open device.

I'm trying to install a new hard drive... it's in the computer, all plugged and screwed in correctly but I can't format it. What's the deal?

I've called Western Digital and they said that Disk Utilities isn't the way to format it but all the info I'm finding on the interweb says it is...? So confused. The hard drive shows up in Disk Utilities as internally plugged in, it knows the capacity, that it's read/write, it just "cannot open decvice". It even says that when I try the "Delete" area of Disk Utilities. All I wanted to do was upgrade from a 320GB to a Terabyte. Apparenty it's too much to ask.

I'll gladly give more info if needed but I'm seriously stumped. Help please!!