|More details, some of which have already been mentioned.....|
Apparently your hard drive is IDE.
4 pins ( 2 pairs ) on the drive that don't connect to the laptop's connector are used to install a jumper on that configure the drive to slave or to master, but normally there is no jumper on those pins and the default is the drive is set to cable select and the drive is seen by the bios as master (there's only one secondary IDE data connection on most laptops that have an IDE connection for the hard drive, so it's seen as master by the bios).
"....the problem is BIOS is not detecting the CD-ROM. I replace the CD-ROM and it works under Windows..."
Your original drive was not a CD-ROM drive - it was a DVD±RW (+R DL) / DVD-RAM drive. The bios often uses CD-ROM or CD Drive or similar in the boot order as a generic term for an optical drive.
Windows can't detect the optical drive unless the mboard's bios detects it. The bios IS finding whatever optical drive you have installed, but you don't necessarily see any indication of that in the bios Setup.
As others have said, you may see the model number of the optical drive (and the hard drive) on the first black screen while booting, but that may be obscured by (be underneath) a logo (graphical) screen. Sometimes you can switch off the logo screen or switch off Quick boot in the bios Setup and then you'll see the lines the logo screen is normally on top of.
"My boot sequence is right. its CD-ROM -> LAN -> HDD -> FDD"
That should work in the case of your computer, but in general it's not necessarily right.
If your computer has a floppy disk drive (your model does not come with one) FDD should be first. In all the bioses I've tried it in, if FDD or similar is listed after CD-ROM drive or similar the bios will not recognize a bootable floppy disk in the floppy drive while booting.
You can list FDD first even if you don't have one.
The bios attempts to boot from the first device listed that could be bootable.
If the floppy drive is connected and has a floppy disk in it, if it is not bootable, the bios does NOT attempt to boot the next thing in the list- you get an error message "Operating System not Found" or similar.
If a disk in a floppy drive, or a hard drive, IS bootable the bios does not attempt to boot the next thing in the list.
(The way you have the boot order, if the hard drive IS bootable, if you DID have a FDD installed, you would NOT be able to boot from a bootable floppy in the drive.)
CD-ROM or similar does not necessarily have to be first in the boot order - it just has to before any hard drive
For CD-ROM drive or similar, if the disk in the drive is not bootable, the bios tries booting the next thing listed in the boot order list.
If the disk in the optical drive IS bootable, it's usually optional to boot the CD - you are usually prompted while booting with "Press any key to boot from CD" or similar - if you see that you must press a key while that message is on the screen in order to boot from the disk - the time limit for that is often 5 seconds, then the message disappears and computer continues booting.
If the hard drive has no data on it, or if it does but it does not have an operating system on it, and for a few bootable CDs, the bios will boot from the CD or DVD disk automatically without showing "Press any key to boot from CD" or similar.
LAN is for booting from a network adapter - e.g. when a network cable is connected to the laptop at a business - most people don't use it and it doesn't need to be in the boot order list at all in that case.
If the optical drive you installed is new, and if the disk you have in it can be actually be read by the drive and the disk is actually bootable, with the boot order you have, or with FDD before CD-ROM, the bios should either show "Press any key to boot from CD or similar, or the disk should boot automatically.
Are you SURE the disk can be read by the drive and is bootable? E.g. an original FULL version operating system disk, or the single Recovery CD or DVD that came with the computer, or the proper first disk in a Recovery disk set. Most disks for programs are NOT bootable. Copies of operating systems disks are NOT bootable unless you or someone used "Disk at Once" or similar to make the copy. There are directions on the web for making "slipstreamed" CDs that don't take into account bugs in some Nero Burning Rom versions, and the resulting CD is NOT bootable.
Try it in another computer if in doubt.
A CD-R, or DVD-R if the drive can read DVDs, burned disk that has data on it should be read properly by any drive that can read it, but a CD-RW or DVD-RW or other type of disk may NOT be read properly in a drive it was not made in, and in that case it may NOT be detected as being bootable when it is.
If the original or replacement optical drive is/was used, the laser lens may be too dirty and in that case the bios may not detect that a bootable disk is bootable.
Eject the drive's tray. With no disk in the tray, if you can see the laser lens, clean it with a tissue or a soft cloth. If you can't see the laser lens on the tray, use a laser lens cleaning CD. If you don't have one,most places that sell disks and have pieces for computershave them, or some "dollar" stores have them for a buck or two.
If none of that helps, try removing the AC adapter, removing the main battery, then uplugging and plugging in the hard drive.
If that doesn't help, THEN it's likely your opical drive is defective.