boot device missing

Hi I was working with photoshop and suddenly blue screen appeared. After that a black screen showed with msg “reboot and proper boot device” I googled and then I hold Escape and this screen shown I selected second option and fortunately windows successfully loaded My problem is when I shut...

This is the picture of the bios and what it looks like except when I look on the page of my computer there is no boot devices listed except for the internal HDD . If i try to add Cd rom it still does not work, please help! I am trying to boot from a puppy linux live disc , so that i could...