The main things I can think of are:
1) Your boot order isn't correct with the DVD drive first, despite you saying it is.
2) You changed the boot order correctly but the settings didn't save due to a dead CMOS battery (easily checked by making a change, saving it, shutting down and going back into the BIOS).
3) Drive isn't recognizing disc (different drive might work).
4) Problem with the DVD disc.
Troubleshooting:
1) Verify boot order
2) Verify BIOS remembers changes.
3) Try Install disc in different PC (just long enough to verify it's being properly detected)
4) Burn a bootable disc like the ULTIMATEBOOTCD using Imgburn and see if that boots.