There was a lockergnome post about this (or at least very similar)
http://help.lockergnome.com/index.php?showtopic=28842
but their site says "Down for maintenance" at the moment
try that link later when they come back up

ITMT:
If you have set the BIOS to start from CD ROM first and it is complaining that there is no boot sector on the HDD, the it has probably inspected the CD first and not found a bootable CD, so then moved on to look for a HDD.

Check that you are inserting the correct CD (try each of the others in turn)

Otherwise you can try taking the CD that you think is bootable and attempt to see if another machine boots from it - note that this is risky !! the program may simply start and fail saying "this ain't no Dell Laptop!" (phew) or it could go right ahead and wipe the C drive and procede on it's merry way (I saw this with a compaq disk once that got past the BIOS check on a non compaq machine - SURPRISE ! uh oh...:oops: ) So if it starts and keeps going hit the reset button FAST and take the CD out during the reboot (phew :roll: ). At least that way you will find out which, if any, of the CDs is the bootable one you need.

What else?
Blow the cobwebs out of the laptop cd drive
and ensure that the CD surface is perfectly clean (hopefully no scratches :eek: )