This will be my first help post.
From what I know that means it's trying to boot from another device before the hard drive, and upon not finding anything in the drive (floppy / CD / what have you) it goes to the next device in the boot priority.
Try going into your BIOS (by pressing DEL, F4, F1 during bootup [it depends on your motherboard which key it actually is]) and search for the boot priority. If this is really the issue, then setting your primary hard drive as the first boot device should stop the message.