I didn't really get the question. If you are asking if you have to press a key to do the first part of the installation of the OS then yes. You need to press a key if you want to boot from a cd. Afetr you boot from the cd it installs all the files it needs to finish the installation on your hard drive so it reboots, you take out the cd and it peacefully boots from the HDD and continues the installation without the need of a cd

Sorry for the confusion I was just pointing out that I have to press any to boot from CD and was OK

The problem is that after setup as loaded the files and goes to restart it goes back to press any key to boot from CD

When I changed the 1st boot to hardrive and 2nd CD I couldn't boot the CD:P

I just cannot get the installation to continue after loading the files I know it should work but it doesn't

Well obviously the CD won't boot and thats why you changed the boot order, so it could boot from the HD.

So from what I understand when you restart you either boot from cd again (which restarts the installation) or you don't which does nothing?

Or what happens if you DON'T press a key or remove the CD? It shouldn't ask you to rpess a key if you have first the HD in the boot order. If thats happening I don't know...

dont boot twice

Only boot from CD the first time you are prompted.WHEN PC REBOOTS DURING INSTILLATION DO NOT PRESS BOOT FROM CD for the second time just leave it run.

Hi the point is that it doesn't run it just goes back to my motherboard logo and the error in loading sign on black screen

Aha

Issue:
Error loading Operating System after Windows XP setup.
Cause:

This issue is caused by any of the below reasons.

1. The computer's BIOS does not support the computer hard disk drive's size or settings.
2. Computer Hard disk drive is not properly setup in CMOS.
3. Issue with drive's partitions.

Taken from here Error loading Operating System after Windows XP setup.
Has a solution too