That sounds like it's most likely the operating system type in the BIOS is set incorrectly - it may be that the System ROM is old enough that your OS doesn't appear.... if so get the system flashed up to the current version (which is what CPQ/HP will tell you to do before they start to help you on their helpline) - and when you change it there's a good chance you lose what you've installed so far - but as you've already crashed and burned I don't suppose that's too much of a hardship.
As others have said enter F10 diagnostics and work from there, again it's something worth checking that you have an up to date version of.
To update (or install) you need to download the "System Configuration Utility" Softpaq SP19619(ftp://ftp.compaq.com/pub/softpaq/sp19501-20000/sp19619.exe) from CPQ/HP - while you're there it's probably not a bad thing to download the ROMPaq for the system board, array controller etc and make sure you're on versions known to support the OS you're trying to install.