Nope its not that, in your bios you have set the network adapter to boot from Pxe. it can be a rom chip on a network card, this type of system is used for what we call terminals, where when it comes to booting and loading an OS it is stored on a master server.
In anycase your boot order is set wrong with in your bios, and more than likely you will find in the boot order that the network card is listed at 1. You need to change it so that your HDD is set to one. The test by the way had to do with checking an network cable that is plugged into the device. so if there is not one connected,then you will see the error like you are seeing.
Also there will be an option to boot from ethernet/ Nic rom turn it off in the bios also.