|Is this a laptop computer?|
Are you trying to install Windows 7? If so, you need to boot to the Windows 7 DVD and install from there.
A new hard drive without any operating system on it can't be booted to.
You MAY need to change your boot order in the BIOS (setup) to set the CD/DVD drive before the hard drive. Watch for a message to hit any key to boot from the CD.
If you are using a USB keyboard you may need to temporarily revert to a PS/2 keyboard.