This usually means that your ROM BIOS is set to boot off a CD device.
You can usually access your ROM BIOS settings by rebooting and, during the boot, repeatedly hitting the F2 key until a blue screen with the BIOS settings appears. Different BIOSes have their instructions arranged differently, but using the arrow keys move through and find Boot Devices and Boot Order. Make sure that your machine INCLUDES your hard drive in the boot devices and usually you will order it to come second after the primary CD drive (so that you can boot from a bootable CD/DVD without having to change the boot order -- it will normally just bypass entries where bootable media is absent).
If this is already properly set, which is a possibility, the problem could be a bad hard drive. You can set the BIOS to make the hard drive your only or primary boot device (normally it is the secondary boot device), and if, once you do that, it still will not boot, your problem is the hard drive. I HATE it when this happens, but all is not necessarily lost.
If you can boot to another O/S like Linux from a CD, or remove your hard drive and connect it to another computer (the proper adapter devices are available at any computer shop at minimal cost, as low as under $10.00, and most will allow you to plug the otherwise bare drive into a USB port), it will allow you to see if your hard drive is able to read data. If it is, your O/S may be reparable, but before attempting repair you should try to copy all your data elsewhere, like to an external USB-connected drive. You will have to reset your BIOS to boot from the CD/ROM drive as primary and the HDD as secondary (which is the default setting in any event) before booting from CD If all you have is your manufacturer's distribution disks, you may (depending on the brand) be able to effect a repair after booting to that disk. Otherwise you may need to do a non-destructive reinstall.
Please note that, if the hard drive is bad, you may have lost your data, but it, or at least some of it, may be recoverable if you have great wads of cash to give to companies that specialize in data recovery.
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