New build boot help

I just finished my first build. I have GA-Z77X -D3H mother board,one Western Digital HD and one optical drive. On my first boot I get the home screen of the mobo all for a few seconds with bios access choices and then I get a message saying ( Reboot and select proper boot device or insert boot media in...

Source: http://www.techsupportforum.com/forums/f255/new-build-boot-help-673912.html