QUOTE(Nath)
I dont think it makes much difference where it is... people just like to have it all neat and run the hard drives on the primary ide channel. Did you put your computer together? How did you come about noticing this, were you pulling it apart or BIOS?
IDE is an asynchronous (cannot transmit/receive at the same time) bus, therefore running multiple devices on it in "primary" or "secondary" make no difference.
Technically if using "cable-select" to select Primary and Secondary the device located closest on the cable to the motherboard connecter (i.e. the middle connector, not the end connectors on the cable) has the ability to respond 0.00005 of a second faster than the device on the "end" connector of the cable.
(That value is based on the time it takes electricity at the speed of light to travel 10cm, it's not 100% accurate because resistance to electrons is involved, but it's closest than you'll get without a lab to work it out).
SATA on the other hand (new form of IDE, kind've) is Synchronous, which means it can transmit and receive at the same time, but it uses a different type of cabling to do so. (Pure, please correct me if I'm wrong, haven't worked much with SATA).