Myronbg,
If your CDROM drive isn't listed immediately after your hard disk (at the POST stage when it lists your memory, etc), then it sounds like the BIOS hasn't detected that there is a CDROM present. Therefore, on the basis that there's no CDROM in your PC, it won't try to boot from it.
Missing CDROM drives are a surprisingly common problem. So common in the D-A-L.com forums, in fact, that I wrote an article explaining how to fix it a week or so ago ! Have a look in the "Member's PC Help Articles" section of this forum and you'll find my article about auto-detecting hard disks / drives.
Let us know if that helps (or if you tried that ages ago!)
