problems installing OS on C600

I have just purchased a Dell C600 with no OS on it, I am trying to install XP but when I try to access the boot menu from Splash screen >F12 I just get a blank screen followed by message "No boot sector on hard disk." I have it set to boot from disc as 1st option on the F2 menu.

It give me two short post beeps when powering up.

Could anyone help me with this?