Dont recognize hard drives.

Ok, i am putting my first computer together. I have a MB ASUS A8N-SLI Deluxe NF4 RTL motherboard with a CPU AMD 64 |3000+ ATHLON 64 939P RT processor. Everything seems to check out when i i run it. In BIOS in recognizes that there is a processor and memory. All the fans work if that means anything; however, it does not recognize my hard drives or CD-ROM and burner.

The hard drives I have include a 160 Gig Maxtor hard drive and a 60 Gig Western Digital hard drive. I have the settings right; one to be a master and one to be a slave and i have the IDE cord going to the right place. Not sure what is wrong there.
On another note the CD-ROM and burner lights go on when i boot up, but stay on. They don't open either. I also get the error message when i boot up: DISK BOOT FAILURE, INSERT SYSTEM DISK AND PRESS ENTER. Not sure anyone can help, but any response will be greatly appreciated.