This isnt going to plan is it, If you have copied all the installation files from CD to the HDD, then you shouldnt be getting an "insert bootable media" from using the HDD. Are ya drives SATA or IDE? You maybe have ya boot order set to boot from IDE and not SATA, there is normally a section in the BIOS for SATA priority aswell, so make sure thats done. Read ya manual about it, it should be in there.
Just noticed ya sig doesnt have ya mobo model aswell