Ok, so you're saying that it's stopping at the HDD because there isn't an OS, right?
Exactly. I just finished building an Asrock z68 Fatal1ty, same codes. Had the same code you have at the stage you are at. And once you install your OS and actually boot from that drive, you can watch the LED as you boot, go through the codes. And you will see A3, then, when it boots, it will cycle past that code and you won't see A3 anymore.
Essentially it wants to boot from that drive and can't. So that's where the process is stopping for now.