I removed the hard disk and tried to boot from cd room and it worked...that mean something is wrong with HD
That doesn't necessarily mean that the hard drive is bad. Your power supply might be failing. Removing a device reserves power for other components..
What's the make/model of your hard drive ? You could download hard drive diagnostics software and burn it to a bootable CD, and test the drive..
If you have access to another power supply of equal or greater wattage, you should install it and try it out...
Another way to go would be to install the drive into another computer, as a secondary drive. This would tell you almost immediately if the drive is bad. If the computer doesn't recognize it either way you try it, chances are it's gone bad. Depending on how bad you need your data, you might have to pay an data recovery expert, if you haven't backed up anything...