Error: Setup did not find any hard disk drives installed on your computer. Make sure any hard disk drives are powered on and properly connected to your computer, and that any disk related hardware configuration is correct. This may involve running a manufacturer supplied diagnostic or setup program. Setup cannot continue. To quit press F3"
Power Edge 840
Looking at the express service code you have a SAS 5IR controller. Download and burn the SBUU, and then boot to it. It will load all necessary drives and give you a chance to setup raid array before the install. Follow prompts and insert 2003 media when prompted.
Here is is a you tube video for you to follow,
When you power on the server, watch the POST screens ... you will see a prompt to enter a configuration utility for a RAID controller. The likely possibilities are: PERC 5/6 or SAS 5/6.
I downloaded Dell Systems Build and Update Utility, booted to it and it is now asking for Dell OpenManage Server Administrator Version 6.5.0.....Where can i find this?
Yes, sounds like you chose the option to install OMSA during OS install. Here is the link to OpenManage Server Administrator Version 6.5.0
Uncheck it for the install from SBUU, then download and install it after Windows is installed. You are usually better off installing from SMTD instead of SBUU.
Using the method you were using before, this is the driver you needed:
With 2003, you need to use a floppy disk at the F6 prompt during Windows Setup, or you need to use nLiteOS.com to integrate the drivers into your installation media.
You really shouldn't be using 2003 any longer.