you put the bay in like any ide drive, which is connected like a hdd/cd is, you can get ATA, SATA, SCSI drive bays, its just screwing it in and then plugging it to your motherboard.
There's a problem with really old crappy motherboards not implementing the SATA standard properally so they don't support hotswap like they should. My old, old silicon image 3112a based motherboard is an example of this. This chipset doesn't allow drives to be removed and the knock on effect is that you don't get the option to set the drive up for quick removal, and it needs 'uninstalling'. This shouldn't be a problem in linux, where you can just stop a drive.
My nforce4 motherboard which is about a year old is fine and dandy though, it correctly supports hotswapping (that's just pulling it out).
Essentiallly all a hotswap bay is is a bridge between your sata cable and the hdd, just makes it easier to plug it in. There's just a leaver, you pull it and the hdd slides out. Putting it in you just push it in and it clicks in place. If your cheap you could just manually plug the sata directly into the drive and pull it out whilst your pc is running, sata is supposed to support that. You just need to tell windows not to write to the drive when you do it, but when the chipset isn't telling windows it can, then it still writes and caches 
Unfortunately for you, although you can get PCI sata controllers (i have many), most are the same crappy 4 year old chipsets that don't support hotswap.
Short: old, old motherboards probably have mostly duff, poorly made controllers.
I think all the nforce SATA controllers are fine, silicon image as long as its not 3112a should be fine. Anything bought over the last year or so should be fine.
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hello,
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That's probably when I'll have some extra money anyways 