Just to be sure....
It will be a DVD... you say you first boot is CD-ROM... but I presume that was a slip of the finger...
Even with that set - you BIOS may ask you to confirm you want to boot from CD/DVD.. .if you dont respond... it will go to HDD... so
If you telling it to boot from DVD... is it doing that? can you hear the DVD spinning and as it starts from DVD... think it says "loading windows files"
or something like that.... is it doing that?
Can you be more specific... tell us whats happening.