If that is the case then I can only think of 2 possible scenarios:
1) Although your computer is set to AUTO detect the IDE device the
device being detected is old and/or slow and is being detected as a PIO
device
2) The BIOS setting is being fixed at PIO mode for that IDE channel.
You're really going to have to take a look at your BIOS settings to find
out if anything needs changing. If you're not sure how to do this then
ask here, but normally pressing either the 'delete' key or 'F1' key
should do it. Have a look for some info on screen right at the start
which should say something like press DEL to enter setup. Whatever is
says to press it the key that will take you into the BIOS settings. If
you are unsure about this then you could ask again. Alternatively, if
you have the motherboard manual that came with the computer then that
will give information on how to get into and navigate around the various
BIOS screens.