openBSD installation problems - help needed

[bedlam]

I have decided to install openBSD, but am running into problems
installing from CD.

I have partitioned the hard drive and gone thru the disklabel process.

Then when it comes around to extracting the installation sets onto the
hard disk, it gives me the option of selecting what local device the
sets are on. I select C (for CD ROM).

it then prints up a message saying:

<QUOTE>
The following CD-ROM devices are installed on your system; please
select the CD-ROM device containing the partition with the
installation sets:

Which is the CD-ROM with the installation media? [abort] _
</QUOTE>

As you can see from this it is not detecting the CD-ROM drive.

I have an ATAPI-IDE 24Xspeed CD-ROM drive.
As far as I can tell from documetation this device is supported.

Is there anything I have done wrong, or any reason it is not
recognising the drive. Should I be doing anythig so the device to be
recognised???

This is my first time actually installing any un*x OS so go easy