Asus:Reboot & select proper boot device or insert boot media in selected boot device

[animalkindness]

I did something to my laptop and everytime I start up my laptop this message pops up.
Ive tried everything when I go into my laptop bios and go to boot order and tell it to boot from my hard drive/c drive first but nothing works.how can I exit this and just start to use my computer regularly again?
I recently Downloaded ubuntu and burned it to a cd, I put it inside my laptop and I am able to use my laptop now on a trial version, I am using it right now to write this question, but when I take out this ubuntu cd it says "Reboot and select proper boot device or insert boot media in selected boot device"
I am a Windows xp user, and my asus also has express gate whatever that is, but its not working now either.
I dont know what to do, and I also want all My information that I had previously on my windows xp, or is everything gone permanently and should I just restart and install ubuntu with all memory lost?

 

[raybay]

Be sure to save your data, first.
The safest, smartest thing to do, methinks, is to buy another hard drive... you will need it sooner or later anyway... Install to the new drive with a format and install. Then put the old drive into an external enclosure (you can buy them for $9 to $22 depending on location - or borrow one from a friend) which you can use to drag and drop all your most valuable old data.