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If it says anything about the Broadcom PXE ROM, then it is trying to boot up over the Ethernet connection
Either it has no other boot device that works, that it can use, or else Ethernet Bootup or Network Bootup is placed high, or first, in the Boot Order settings in the BIOS Setup.
I advise checking the BIOS Setup, and making sure that CD/DVD Drive is first - if it shows in the boot order at all, being external... and if it isn't in the boot order, that would explain why the discs are not booting up - and make sure that the Hard Disk or C: Hard Drive is second, and the Ethernet or Network bootup option is last. If that requires changing the Boot Order settings, make sure that you save the changes on exiting the BIOS Setup.
If even that does not get the discs booting up, then if USB bootup is an option in the Boot Order, put it first, and try to do partitioning or other operation via a bootable USB flash drive.
(I realize that you cannot easily install Windows from a USB drive.)
As for the external CD drive, tell me a bit more about it, please... maybe I could advise you how to get it to work for installing Windows.