First custom PC build (Q's)

You should set the BIOS boot options as follows: 1st Floppy (if available) 2nd CD/DVD drive 3rd HDD. Note that you can have more than one bootable HDD included here, in which case the system will boot from the one that is listed first. To boot from USB, or from an HDD that isn't included in the main options, press the appropriate key upon booting (on my system, this is F11). You will then get a list of available boot devices (including those present in the normal boot options), and you can boot from any of the listed devices simply by using the up/down cursor keys to highlight the required entry and then pressing enter/return. This is known as One-Time booting, it doesn't affect normal operation. For example, I use this method when I want to boot into Linux (I have this on a separate HDD) and also when I want to reinstall my OSes (I have these stored on USB sticks). I shall also use this method for Windows 8 (when it finally appears), as I have another HDD reserved for that.

Dwarf, I think you explained it better than I did.

Edit: although I didn't know anyone still used Floppys.

If you only have the drive you want to install windows on connected you will leave that connected.

You may find this tutorial helpful in installing windows

Dwarf said:

You should set the BIOS boot options as follows: 1st Floppy (if available) 2nd CD/DVD drive 3rd HDD. Note that you can have more than one bootable HDD included here, in which case the system will boot from the one that is listed first. To boot from USB, or from an HDD that isn't included in the main options, press the appropriate key upon booting (on my system, this is F11). You will then get a list of available boot devices (including those present in the normal boot options), and you can boot from any of the listed devices simply by using the up/down cursor keys to highlight the required entry and then pressing enter/return. This is known as One-Time booting, it doesn't affect normal operation. For example, I use this method when I want to boot into Linux (I have this on a separate HDD) and also when I want to reinstall my OSes (I have these stored on USB sticks). I shall also use this method for Windows 8 (when it finally appears), as I have another HDD reserved for that.

How do I found out which key to press when booting? BTW I think I found out what's making the noise. It's the PSU. I think it may have been hitting off rubber. Do you think it might be damaged?
*Edit* I think I've got it. Should I set mine as: 1st CD-ROM 2nd USB 3rd HDD?

Watch the screen when you boot up. If this feature is supported by your BIOS, you should see the appropriate key/key combination to use at this stage. Like I said, for me it is the F11 key, so you can try that for starters. Just keep repeatedly tapping it when you turn the power on.