Trying to install a new copy of WinXP.

I've got a brand new system: Athlon 64 x2 3800+, 1GB G.Skill RAM, Saphire X850XT video card.
I've got it all connected, and I'm trying to install Windows XP.
I've got a new SATAII HDD, properly connected, and 2 IDE HDDs connected as well. With this, I could select to boot from my CD/DVD drive, and got the message, "Press any key to boot from cd..." and pressing any key would freeze the countdown before skipping the cd boot, but the cursor would keep flashing, and nothing else happened.
Unplugging my two IDE drives just makes my PC beep and leave a bling cursor on a blank screen.

I need some help with this, please. :(

Update: With just the SATAII drive connected, I just get a blinking cursor.
With just the IDE drives connected, with WinXP from my last system still on one, I get a full system restart, rather than a boot.