Is the CF card recognised by the BIOS ?
If you hit F2 during bootup, what is listed as
HDD Device Name:
and if you hit F12 during bootup, what is listed in the boot device selection screen ?
I've read elsewhere that some CF cards come in "removable media" mode, so aren't seen by the BIOS, but may be able to be switched to "fixed disk" mode, where they are seen.