You mean that it won't find the hard disk unless you reboot your PC after turning it on already?
I've heard a similar situation but the problem was a DVD -drive, if I remember correctly.
What power supply you have?
Has the problem occurred always or has it just recently started?
Is the hard drive in question a storage one or an operating system one?
You could just have like in the previous case I've heard, a too small power supply. The small power supply then causes under load when the PC is turned on to give too small amount of current to the hard drives which causes the hard drive to stall and therefore not to work. When you reboot though, all other components are already running so your hard drive can now get a lot larger amount of current from the power supply which successfully starts the hard drive.