When you clicked on the install icon you should have went through several steps through the installer. Once you completed the steps you should have seen a series of slides with a progress bar at the bottom. Once complete the box should have closed and said a restart is needed which would have given you a button to restart. If this did not happen or maybe you didn't notice this you can restart the computer and if it says no OS present then you did not complete the installation. Reinsert the disc, turn the machine off and power it back on to get back into the installer.
You are not meant to keep booting to disc, once you finish the install and you restart the machine remove the disc so it does not keep booting to disc, just like Windows you are meant to boot from your hard drive.
If you keep having problems we will continue to help, trust me you will get through this and once you have done it once any other time will seem like a breeze.