MSI 785GTM-E45 won't boot from SATA DVD

I am assembling a new pc from a MSI 785GTM-E45 motherboard with a AMD Phenom x4 cpu. I have a SATA hard disk and SATA dvd drive.
The system accesses the DVD, but gives me the message

"Reboot and Select proper boot device or insert boot media in selectable boot device and press a key"

I have tried a windows XP disk and an Ubuntu disk with no success.

 

Welcome to the forum In bios make sure sata is enabled as a boot up option,in your first boot device options set the EXACT drive as the first boot device try to boot,,disable 'boot other device' try to boot,then try enabling it if it's already disabled and try to boot

Just after the bios screen start hitting F11 which will bring up your boot menu,try selecting the sata DVD as the first boot device 'if it appears' then see if boots.