You have to be pretty special to wipe two different drives on an install.
Not really, windows recommends installing with only the one drive connected, it can fuck around with other drives apparently, like you can set the boot or system partition on the wrong drive - especially if it autodetects an old windows on a secondary drive.
A note for future/others:
This recovery program is free if you're stuck
http://www.piriform.com/recuva
Might not be the best, but it does the job.