Its either failed to find your hard drive or failed to find the boot files on the drive.
Asuume this is a laptop?
What operating system are you using XP Vista or W7?
While in the BIOS (setup) has the machine found and recognised the hard drive?
Is the boot order set as CD rom first and HDD second?
Can you remove and refit the drive to remake the connections as that may well solve a missing drive problem?