Ubuntu Won't Install On Custom Build

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http://askubuntu.com – just built my first computer, trying to install Ubuntu, when I tell my BIOS to startup from disk drive it says "Please insert boot media into boot device" so I insert my burned disc and my computer thinks for a few seconds and then prompts me again. Any idea why? Tried multiple times, burned two discs, I have even confirmed that my build works by swapping hard drives with the computer I'm currently using to post this, so I'm kinda out of answers right now and hoping you guys can help me find something I've done wrong, thanks in advance for any help. (HowTos)