First computer build problem on bios "disk boot error insert system disk and press enter".?

This is my first computer build and I am having a problem. I am currently bench testing some of my hardware and trying to get into bios. So far I have my mobo, 1 stick of ram, processor and fan, power switch, usb front port and video card hooked up to bench test. They all are working and all the fans spin and the system powers on and I see a flash of the gigabyte logo on my box, but instead of going into bios it shows "disk boot error insert system disk and press enter". I have looked and most who have this problem have already seen bios and are trying to install OS. Mine just isn't showing me bios it is showing me disk boot error when I am yet to hook up my HDD or CD drive yet. Any ideas on what the problem is? Thanks.