CD-ROM Boot Priority

I'm pretty sure my HDD is dead, but not 100%. Whenever I turn on my computer it says:
CD-ROM Boot Priority No Medium
I have read and saw other people with this problem and it was either their HDD was unplugged or their CD/DVD drive was trying to boot before the HDD and they simply switched went into the BIOS and switched it. But I opened up my computer and nothing was unplugged and I went into the BIOS and my HDD wasn't even showing up.

P.S. I have a Gateway Desktop, Windows 7
BTW I am on another computer if you are wondering how I posted this.