Help: ASUS P5B-E says no CPU!

[MoonieGT]

I just finished putting all the bits and pieces together, closed my eyes, held my breath and turned on my computer (first time to build). The computer started up and flashed some ASUS screens, then I got an error that said "no cpu installed"

what do I do?

 

[MoonieGT]

I checked my connections and tried it again. This time I get to a screen that says: Welcome to ASUS motherboard make disk for dos menu

Am I supposed to hit some key to get out of this...

Here are my system components

ASUS P5B-E
E6300
1 gig of corsair (512x2)
BFG 8800 GTS
Lite-On DVD drive
Seasonic 430 watt psu
western digital SATA 250 gig (16 mb cache)

I don't know what to do...

 

[MoonieGT]

The panic has passed, everything seems to be back on track and MCE is being installed