Googled from computerhope.com:
"If you are attempting to install Windows XP or Windows 2000 and are receiving this error message as the computer is booting verify that your computer BIOS has the proper boot settings. For example, if you are attempting to run the install from the CD-ROM make sure the CD-ROM is the first boot device, and not the hard disk drive. Second, when the computer is booting you should receive the below prompt.
Press any key to boot from the CD."
I am not getting this prompt.
BTW the HDD is NTFS formatted.