In the BIOS, look in the boot options and take the "other devices" or "other" out of the boot sequence. Also check to see if boot from LAN is enabled. If it is, disable it. PXE is a protocol that will enable you to boot from a network drive or server. The key is to have the Hard drive booting before anything else although if you ever need to boot up from a CD (for example installing a new operating system) you should set this to be the first boot device and the hard drive to be the second boot device.
If after these changes it still says there is no bootable drive, most likely the hard drive is dead. Listen close to any strange noises coming from your computer...especially clicking.