what do i do next?

[CHUDS]

ok build my new rig:
c2d e6300
asrock 775 Dual VSTA
geil 2gig
corsair 520W psu
WD 320gig sata
nvidia 6200 agp

what i do i do now? i turned it on and put in windows dsik to install it but it keeps coming up 'reboot and select proper boot device
or insert boot media in selected boot device and press a key'

so have i left a step out?

help me ASAP

cheers

 

[beast]

Go into the Bios and select to boot from CD-ROM as first boot device.