Did you bough it new from a computer store or other established commerce, or from an individual?
It could be that the disk is empty, no installed operating system. When someone sell their old computer, they may erase everything on the disk, including removing or changing the partitions, destroying the factory restore image in the process.
Do you have any error message showing? Like "Non-system disk..."
If you bought it from a store, bring it back and ask for a replacement or refund. Show them the problem.
You should do the same if bough from some one.
There is also the oprion of installing the operating system yourself. It's realy easy. Just pop in the install CD/DVD, power up and follow the on screen instructions.
The result of my search for that model:
http://h20000.www2.hp.com/bizsupport/TechSupport/Home.jsp?lang=en&cc=us&prodTypeId=321957&prodSeriesId=447346&exit=product_series_oid&jumpid=oc_r1002_usen_s-001_r0001&lang=en&cc=us
Electro, February 2013