Well, if it says something like "Cannot boot from CD" when you have no CD inside the drive, it sounds like your computer is trying to boot from a non-bootable source (in this case your CD drive) -> so it's likely the BIOS settings are at fault.
As for entering the settings, you'd probably have to look that up as it is different with various models. My computer enters settings when I press the DEL key at startup, and a lot of other models require that you press F9 or something (There's only a couple of key variations, so you can probably look it up and try them all).
After that, you'll be in the settings screen and you should go under your BIOS settings and change it (again, this will be different based on what model you have, so you should probably look this up) so:
Primary Master is set on [AUTO] (recommended) or your harddrive name (i.e. [HDMX1926])
Primary Slave is set on [AUTO] or [OFF] (this depends on whether you use a primary slave or secondary. I use a secondary, so it's off for me. It might be AUTO for you, or off. Try not changing this one)
Secondary Master is set on [AUTO] or [OFF] (again, depends on whether you use a primary or secondary master)
Secondary Slave is set on [AUTO] or [OFF] (see above)
Save your settings, reboot, and see if it works.
(Also, note that if you've recently installed an external harddrive or flashdrive (USB), make sure you unplug them while booting, as in some instances the computer tries to boot from the newly installed hardware and fails to find the necessary system files (I doubt this is the case here though))