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If your HP is less than a year old, HP Tech Support will replace the HD for you. Call them to follow their instructions.
Is the HD detected in BIOS setup when you tap the key given for that on first boot screen? You can confirm with certainty the HD condition using the maker's HD Diagnostic CD scan. Determine the maker by looking on the HD or googling the serial given in BIOS if it's detected which is a good thing.
Whether you can do these things depends on how confident you are at working with hardware. You know you cannot touch any electronics without first touching metal parts on the case, right, lest you risk a static spark ruining the mobo? Likewise everything must be handled with the greatest care to not drop screws or parts. If you aren't sure ask a tech-savvy friend or study all the videos you can find so you're prepared.
If it's over a year old and out of warranty, then I would google your exact model or it's serial to find a replacement using Google shopping view, or go to a parts counter to buy one which is easier to return if necessary.
Also google for videos like these showing how to access and replace the HD for your exact model or close: