"Disk Boot Failure, Insert System Disk and Press Enter", is the generic message the computer gives when it cant find a bootable drive.
The boot order or hard drive order in the bios sounds out of wack. Set the boot order to make the DVD drive first, and the HD second. Some bios have a boot menu key like F8 that will allow you to choose your boot device for that particular startup.
Other than that I wonder if the windows disc is legit, or a bad copy. Many times when people copy a disc, or DL an image they mess up the boot image so the DVD is not bootable.