no boot device available

Hi..
I have a Dell 8400 that I am trying to install a new Hard drive in. It’s a brand new drive from dell and I have the recovery disk from Dell.
I have installed the HDD and inserted the CD in. The BIOS shows that the CDROM is the 1st boot device but it will not boot to the CD. I have tried multiple bootable CDs and have not been able to boot to any of them. I get an error stating

No boot device available-
strike F1 to try reboot, F2 for setup utility.

I have tried other CDROM drives and cables and they are recognized in the BIOS correctly.

Any suggestions would be helpful.

Thanks!