have you gone into the bios and set to boot from the hdd first? if it is and you still have problems, on the back of the harddrive, between the place where the power connector plugs in and where the data cable plugs in(ide) there should be a spot that has 6 pins, and 2 of them should be covered. on the hardrive itself, either on the lid, or on the bottom of the hdd by the jumpers, it should tell you which ones do what. make sure the hdd is set to master, and the dvd/cd/whatever is set to slave, or put the cd on the other ide channel.
just a question, what brand/model number is the mobo and hdd, or if you dont know, what is the brand of the pc?