You must enter your bios (usually press delete button a few seconds after turning on your pc). Once in here, use the cursor keys to navigate, and find an option to change the 'boot sequence'. You want it set with 'hdd' first, followed by 'cd-rom'. It sounds like yours is reversed...
Do you have more than one hard drive installed? Because it may be trying to boot windows from the slave hard drive. Do as i said in my previous post (go into bios).