Simply changing the boot order settings doesn't cause your machine to get wiped. Don't panic.

The error message suggests that the machine is looking for windows in the wrong place.
That's kinda weird because you set the CD-drive as the primary boot device.
According to the message, your PC isn't trying to load from the CD...., but is trying to load from a second HD partition which obviously doesn't exist.

Go back change your HD into the primary boot device. Then go back and try setting the CD as primary boot device.
If you get the same error message, you might want to check that your CD drive is connected to your computer properly.