No NT boot

I have a P-III 700 Mhz PC running on NT. I just tried to test another processor on this system after removing the existing one. With the new processor the system failed to start i.e. no display at all.

After replacing the old processor while booting to NT the message came like “last known good menu” file is not found. And it hangs on there. It asks for the NT CD and go for the repair option.
It completely baffled me, how NT could be related to any specific processor. Or is it?

Can anybody throw some light and also solutions please?