Hard Disk will not boot- need help

First of all, thanks for reading my post. I am trying to get my old computer working again. It is a Sony Vaio p4. The HD is a Seagate ATA with windows XP installed. I turn it on and get a message something like insert boot disk and push any key.

The computer will boot up when I put in a Linux CD (in Linux). In linux the HD is not recognized.

I am guessing there is power to the HD because when I turn on the computer and hold the HD it is moving around.

I am positive the HD works because when I hook it up to my new computer it boots up on it’s OS.

I dont see any option to enter bios/setup. As soon as I flip the on switch I hit ESC, f1-f12 and nothing happens except the boot disk message.

Any ideas???
PLease help!