It sounds as though the machine you have bought has had its hard drive erased prior to it being sold. This is normal, because the previous user would own the license to the software and for privacy reasons would want to make sure that the machine was cleared of all their personal information.
To get it to work you need to install an Operating System. You could buy a copy of Windows to install on the machine, or you could use Linux which is free. This would be perfectly good to get you internet access. I'd suggest you try Ubuntu. http://www.ubuntu.com/
THG, August 2010