Asus laptop:Reboot & select proper boot device or insert boot media in selected boot device?

I did something to my laptop and everytime I start up my laptop this message pops up. Ive tried everything when I go into my laptop bios and go to boot order and tell it to boot from my hard drive/c drive first but nothing works.how can I exit this and just start to use my computer regularly again?

I recently Downloaded ubuntu and burned it to a cd, I put it inside my laptop and I am able to use my laptop now on a trial version, I am using it right now to write this question, but when I take out this ubuntu cd it says "Reboot and select proper boot device or insert boot media in selected boot device"

I am a Windows xp user, and my asus also has express gate whatever that is, but its not working now either.I dont know what to do, and I also want all My information that I had previously on my windows xp, or is everything gone permanently and should I just restart and install ubuntu with all memory lost?

As you said Hard drive is set as first boot device, I feel either boot sector or the hard drive itself is causing the problem. In such case I’ll suggest you to first start fixing this issue by repairing your operating system. If you have Windows Instalaltion CD, insert the same, restart the computer, while booting press R on prompt to repair.

Alternatively you should try running ‘fixboot’ in case you have only one drive in the laptop and/or that XP is on C. See if it works.