You need to set either the Optical Drive or USB Device as the first Boot Device in BIOS and make sure that the system actually sees it.
I have seen instances where SATA Optical Drives where connected tot he wrong SATA Port and as a result they didn't take precedence over the HDD attached tot he lower Number SATA Ports.
If this is a SATA Optical Drive you need to plug it into SATA 1 Connector on the M'Board and if it is a IDE you need to make sure that it is the Master on the IDE Chanel. If you have more than 2 Optical Drives and you are sure that they work disconnect one and make sure that the one still installed is the one that is set as the Primary Boot Device in the BIOS. ;)
If there is only one Optical Drive remove it from the system and test it to see if it's actually working.
Mater of Fact if there is more than one test them all and try loading with just one connected. It will not be the first time that I have seen new drives not working when first used as they arrived [b]Dead On Arrival.[/b]
The other thing with a lot of the newer M;Boards with just 1 IDE Connector on them they do not work if you have more than 1 IDE Device connected so you need to just fit 1 Optical Drive as the Master and remove any others fitted.
Col