[robespierre]

No success so far.
I do not have an external SCSI terminator.
So I should connect the SGI on the top or bottom socket at the back?

It doesn't matter, they are equivalent.
Look for an active terminator if you can find one (active terminators usually have a single LED light).

And use the other for the terminator.
I have selected SCSI ID from 3 to 1 at the back of the cd-rom using a screw driver. My hdd is SCSI 0.
Testing: I go to the command monitor and I enter "hinv" to see the list of scsi devices available.

You'll need to change your hard disk to ID 1. SCSI ID 0 is used by the host SGI machine.