There's probably a floppy disk (gosh are those things still around?) in the floppy disk drive, most computers are configured to try and boot from a floppy disk first and then the harddrive afterwards (so that if the hard drive dies you can boot from a floppy and fix things up) If the floppy is not a "system disk" or "boot disk" you get that kind of message that you're getting, so take it out (eject it using the little eject button on the side somewhere near the slot)
Windows is an OS, as is Linux. There are others but I wouldn't recommend them just yet to newbie. Go online or to a computer store and buy Windows xp home, or a Linux box set like Suse, or get a friend with braodband (if you havn't got it) to download umm... Unbuntu goes on laptops fairly well (Unbuntu is a flavour of Linux like SUSE) it's one of the easiest Linux distributiuons to install (i thought so anyway it'a all a matter of choice really)
While your in the store or shopping on-line (whichever's your thang) get one of those "PC's the basics" books to get ya started.
Oh yeah and get yourself subscribed to a monthly PC mag, one that's good for beginners, I don't know if you're UK or US resident but in the UK we have "PC Answers" it's an excellent mag for explaining all these oh so complicated PC things in nice and easy langauge and pictures.
I've never seen a "not recognized" error message. You will need to be very specific and in grim detail for us to help. Example,
I pressed the power button, screen flashed, drive wirred, sony vaio spash screen, error message in detail letter for letter.
You may need to go into the BIOS (means pressing an F key you know F1 F2 varies amongst laptop models when you power on) and checking the boot order setting, check CDROM is mentioned in the list, in your situation it want's to be the first in the list.