I haven't seen this suggested yet, but I had the exact same issue with an HP server, Compaq and HP I believe are one and the same now so this may well apply.
What I had to do was download and create a bootable CD of the "SmartStart" utility, boot from that and go through a setup routine before I could install an OS.
I haven't double checked if this will apply to you (lack of a left thumb currently makes using a computer somewhat difficult) but it may well be what you are looking for, I hope so
P.S. sorry if I'm treading on anyone's toes here, I don't tend to like coming in partway through a thread.