PLEASE HELP cant boot new PC

[i_am_mowerman]

HELP! please bear with me here.
I just got delievery of these 5 items

mobo
MSI K9N Platinum nForce 570 SLi (Socket AM2) PCI-Express DDR2 Motherboard (MB-069-MS)
http://www.overclockers.co.uk/acatalog/Online_Catalogue_MSI_205.html

cpu
AMD Athlon 64 X2 Dual Core 3800+ 2.00GHz (Socket AM2) - Retail (CP-166-AM)
http://www.overclockers.co.uk/acatalog/Socket_AM2_X2.html

RAM
GeIL 2GB (2x1GB) PC6400 800MHz Ultra Low Latency DDR2 Dual Channel Kit (GX22GB6400UDC) (MY-058-GL)
http://www.overclockers.co.uk/acatalog/Geil_DDR2_Memory.html

Graphics card
BFG 3DFuzion GeForce 7600 GT 256MB GDDR3 TV-Out/DVI (PCI-Express) - Retail (GX-025-BG)
http://www.overclockers.co.uk/acatalog/7600_Series.html

PSU
Seasonic S12 500W Silent ATX2.0 Power Supply (CA-001-SS)
http://www.overclockers.co.uk/acatalog/Seasonic_Power_Supplies.html

And so I stuck in mobo. was very careful earthed and use anti static band.
then i stuck in CPU (VERY FIDDLY) had a stupid lock system, but it went in and i made no contact with the CPU. Then I stuck the RAM in, easy. Then I stuck graphics card in, easy. Then, in went the PSU, easy. Then, and I probably stuffed up here, I added all the cables to mobo, then, the power leads.
Now, I followed the mobo book best I could. but some things I may have neglected, or put in wrong, eg, PSUFAN, had 4 pins on mobo, yet fan had only 3 (but it spins). Any way. I think I went wrong putting in JFP2 leads also(power switch, power LED, reset switch etc.), it does fire up though.
Now, I got a big problem. PC fires up, I get the MSI platinum screen, 'press del for bios' etc. but then it says if u leave it to boot this:

'NVIDIA BOOT AGENTC224.0523
Copyright (c) 2001-2005 NVIDIA Corporation
Copyright (c) 1997-2000 INTEL Corporation
PXE-E61: MEDIA TEST FAILURE, CHECK CABLE
PXE-M0F: EXITING NVIDIA BOOT AGENT

'NVIDIA BOOT AGENTC224.0523
Copyright (c) 2001-2005 NVIDIA Corporation
Copyright (c) 1997-2000 INTEL Corporation
PXE-E61: MEDIA TEST FAILURE, CHECK CABLE
PXE-M0F: EXITING NVIDIA BOOT AGENT

REBOOT AND SELECT PROPER BOOT DEVICE
OR INSERT BOOT MEDIA IN SELECTED BOOT DEVICE AND PRESS A KEY'

And it just hangs there waiting.
Also, I checked in bios, and there is NO hard drive recognition that I can see. My HDD is using IDE lead, same as my 2 dvd roms, problem is mobo only has ONE ide slot! So i went and bought a Samsung ULTRA ATA 133 40gb HDD, problem is, it has same sockets as my original HDD, and I cant seem to find where I put the little leads i got with mobo, (SATA leads they are). The one i used with original HDD is a big long, WIDE wire.
I dont think the pc recognised my HDD with IDE and I not sure how to use the SATA cables.
Also, with my mobo, i got a pluging, that has 4 LED's, i looked in book, and im getting 4, which means this in mobo manual:

'Sytem power on. the LED will hang here if the processor is damaged or not installed properly.'

Now looking in bios shows that the CPU is registered and the temp alternates. So I cant see how it's the CPU. Im really goin mad here, all I can think of is goin to PC World and letting them try and fix it, They may also need to instal a fresh XP on my new HDD and leave my old one. Which means £199 for just the XP discs they'll use alone(not including price for working on it) and I'm poor at the moment after spending my money on pc parts. I dont have a full XP unfortunately.
I'm really stumped here. I thought I could get this to work, Really upset about this as I took time off work, 3 days, to play some serious games for once
Please help if you know any solutions, or have any ideas, or have seen similar problem. or is there a really comprehensive tutorial, anything pleeeease
thanks

 

[Servo]

The small cable is for a sata drive and not the normal Ide hd. Try connecting the hd without the dvd rom. Make sure your dvd rom is set to slave, with the jumper on the back of it. Check your hd is set to master.

Go into bios and select the hd from the menu's.

The jumper on the back of the hd might have more than one setting, for example, master with slave attached.

 

[Tetras]

REBOOT AND SELECT PROPER BOOT DEVICE
OR INSERT BOOT MEDIA IN SELECTED BOOT DEVICE AND PRESS A KEY'

That message means exactly what it says, your trying to boot from something that doesn't have Windows. You need to set the boot order correctly in the BIOS (i.e. to the drive with Windows).

If you went for a Samsung Ultra ATA 133 drive then it is IDE, you can't use SATA cables with an IDE drive. It appears your board only has 1 IDE channel meaning it supports two IDE/ATA devices (one must be set to Master, one to Slave, or both to cable select but with a DVD drive on same channel as an HDD drive the HD drive should be set to Master). With the usual length of IDE cables your unlikely to be able to use DVD and HDD drives on the same channel.

 

[Sir Random]

As suggested, try with just the HD on it's own (no DVD/CD).

The sata cables connect to the purple slots on that board (there's 6 of them together) but you need a SATA HD. Maybe you can exchange the Samsung ULTRA ATA 133 40gb HDD you bought for a SATA2 HD.