jmtz

My PC was working fine until a couple of days ago when I started getting this message:
Intel ® Boot Agent
PXE-E61
Media test Failure, check cable
PXE-MOF Exiting Intel Boot Agent
No bootable device, Insert bootable disk and press any key

After doing some research I found out that my PC was trying to boot from the Ethernet port, even though my BIOS settings were the following:
1.<CD/DVD-ROM Drive>
2.<Hard Disk Drive>
3.<Floppy Drive>
4.<Ethernet>

The next I did was disabled the Ethernet option from the BIOS and now I wasn’t getting the Media test… message but instead the only thing I was getting was a blinking underscore on the top left corner of the complete black screen.
I already tried to fix my Hard Drive using a couple of Rescue Cds without any success and when I boot the PC with a Ubuntu Live CD, the Ubuntu OS doesn’t show my HD, even though the BIOS shows the Hard Disk as normal.

The next thing I did was trying to fix my Hard Drive with the System Recovery CD that came with my PC, but I got this message:
Gateway System Recovery, No operating system installed or partition corrupted, Press “R” to perform a system recovery
When I hit the “R” key the CD tries to load all the files, but doesn’t do anything at all and eventually the PC restarts itself.

I tried to install Ubuntu in my Hard Drive but I got an error, Windows Vista-error.

Is it my hard Drive dead, corrupted or what?
Is there a way to fix it or do I have to replace it?.
I am almost sure the problem is with the HD, because sometimes it makes some loud noises and also I wasn’t able to access to it when I booted with the Ubuntu OS.

My other question is if I have to replace my HD, can I install Windows in the new HD with the System Recovery CD that came with my PC, does that CD only works with HD that is now not working?.

Sorry for making question too long
Any help will be apeciated

PC Info:
Gateway 842GM (4yrs old)
Intel Pentium 4 3.00
1024mb memory
200 SATA HD Western Digital (not working)