no CDROM device found

I have a brand new Dell dual core Inspiron 518 desktop with Windows Vista basic installed. When I change the BIOS before Linux install from the CD, the CD is read at first and then it complains "no CDROM device found". I tried it with the latest 32-bit Ubuntu 8.10 as well as older Mandrake Linux 9.2. It does not even recognize the iso file for ubuntu.

Update: The boot order is CD-ROM, hard drive, removable medium. When I use 8.10 Ubuntu ISO image, I go thru the Ubuntu language screen, I chose English. Then I chose the option to install Ubuntu and the error message is "I/O error, Error reading boot CD". I tried ISO CDs created at 52X and 4X.