What that means, is that the BIOS didn't find any kind of local (in the computer) boot device, so it started looking for a network source to boot, and didn't find one of those either.

So, there's an excellent chance that somehow or another you didn't reconnect your HDD. There should be two cables coming from the back of the HDD. One power, one data. So if you only see one, that's a problem. If you do see two, then be sure to trace the smaller one (data) all the way to the motherboard and make sure it's firmly connected at both ends. Also couldn't hurt to give a small push to the power connector either.