CD Not Found error while installing Red Hat Enter. Linux

I am trying to install Red Hat Linux from CD’s. When I insert the install CD and press enter I get as far as the installation method. Once I press OK it gives the following error message:

CD Not Found
The Red Hat Enterprise Linux CD was not found in any of your CDROM drives. Please insert the Red Hat Enterprise Linux CD and press OK to retry.

Pressing OK does nothing but refresh the screen. I have tried making other install CDs but that produces the same outcome.