I am trying to reformat my hard drive an put a new OS

I am trying to reformat my hard drive an put a new OS on it.... I got the hard drive set to master an the windows xp pro SP2 cd in the Pc and when I try, i get a error that says:

Searching for Boot Record From CD/DVD-0..Not Found 
Searching for Boot Record From Floppy..Not Found

Boot Failure Insert BOOT diskette in A:
Press any key when ready