well Frozenlead I actually agree with Michael here.
You are right that opening a laptop and checking its hdd connection is quite easy, however for someone that doesnt know what ' no boot device' meens it sounds like not suchs a good idea, especially if there is no knowledge about warrantee.
"Booting" is starting software from a device after the computer has checked itself.
A " device" is usually a Harddrive but could also be a cd/dvd-player, floppy or even USb sticks etc.
So " no boot device" meens that your computer cannot find anything connected to start software from.
I take it that before you computer used to work and all of a sudden it gave you this message. In this case probaply something (a virus, mallware or just crappy software) did something to your hdd which screwed up your Operating System (Probaply windows, which is the thing which connects your actions with the output of the hardware.)
If this is the case then your options would be a recovery (Which you need a "windows (recovery) cd" for) or, like michael said, a complete new install of the operating system (Which you need the windows cd for).
However before you do this I suggest you follow Frozenlead's advice and check your HDD cable, the chance of a cable all of a sudden getting loose might be small but its easy to check.
To check this go into your 'Bios' by pressing either f1, f2, f8, del or esc on startup (it will most likely tell you which one in the black-and-white-screen.)
Once you are in the bios (a blue and white screen usually) you will have to look for something that says " devices", " Ide devices", " Sata devices" or something like that and see if it recognises atleast 2 things (your HDD and your cd/dvd)
If it only sees one then open up your computer and check the two cables comming from the device which is most likely located just below your cd/dvd. (Dont do this if you are talking about a laptop, then first check the warrantee and just send it in if its still under warrantee)
If everything is connected properly and your computer wont boot (start) from either your harddisk or your windows CD then its time to check your warranty and send it to the place you bought it.
I know its allot of information and it might be explained too detailed or not detailed enough but I hope it helps, if it doesnt dont hesitate to make another post here.