Can I load windows vista or 7 on this PowerEdge 840?

I read the manual but still confused, can I load win7 on this machine? Can it work like any regular windows machine?

You might be able to install Windows 7, but NO server has been tested and validate to run ANY client operating system. They are tested and developed for server OS's. That said, it doesn't mean it won't work, but you will need to use 2008R2 drivers.

So I went into the boot options and selected the dvd drive as first but it goes straight to windows server 2003. Something's up with this unit anyway, whenever I manually shut down it restarts and fan is very loud? Is that way this is supposed to work or it is supposed to be silent?

Servers aren't supposed to be quiet, but as part of POST, the fans do spin loudly when first powered on. If they do not ramp back down to a "normal" speed, then there may be an issue with the fans, sensors, or environment (or the cover may be off).

Make sure that there is a checkmark next to the DVD drive ... means it is enabled. Also, how did you create your Windows media?

There are 3x73GB drives in this machine and there are 2 pci cards connected to a smal circuit board located at the back of the 3 HDD's, anything I can do here to bypass this RAID system to connect to one HDD to load windows OS please?

You can install Windows with a RAID system ... you just need drivers. Which RAID controller model do you have?

The connector on the drives looks like regular SATA connectors but the description on the Maxtor drive reads: ATLAS 10K V, 3.5 SERIES 73GB Serial Attached SCSI Are they not SATA drives? If not and I can use a SATA drive, should I remove the 3 drives and place a SATA drive in one of the slots?

SAS (Serial-Attached SCSI) are not SATA drives, but SAS controllers/cables/backplanes are "backward" compatible with SATA. You CAN put SATA drives on there, but it will not change anything. Windows will treat them the same. Windows will only communicate with the controller, not directly with the drive.