So you never did use the boot disk, and the Caldera message was from Partition Magic. Shame on you!
Info like that can be helpful ("I don't have a floppy drive").
http://www.nu2.nu/bootcd/If you are making a CD from a computer running Windows 98SE and have Nero:
If you scroll down the left hand side of the first pane in Nero, below Data CD, Music CD etc is a bootable option.
Nero will ask you for a image source. You can make this by using the 'sys' command on a floppy disk. Alternatively you could try using a traditional startup disk, but I'm not sure which files it copies. I can't see any need to have the 'boot with CDROM support' option.
Don't forget to put other useful files in the root directory such as fdisk, format and scandisk.