Ok, now you know what devices the box has available. Unfortunately, the list is a little cryptic. For example, it doesn't distinguish between hard drives and CD drives. In a perfect world, your documentation would let you know which device was the CD. In the worst case, you could try every path until you found the CD. You will use the path number and device number later, so write these down. HP's are set up with a 'cheat sheet' of paths to devices for use while booting. Let's look at these. Type pa to see the paths.
Main Menu: Enter command or menu > pa
Primary boot path: intscsib.2
0/0/1/1.2
0/0/01/01.2 (hex)
Alternate boot path: intscsia.2
0/0/2/0.2
0/0/02/0.2 (hex)
Console path: 0/0/4/0.0
0/0/04/0.0 (hex)
Keyboard path: 0/0/4/0.0
0/0/04/0.0 (hex)
Main Menu: Enter command or menu >
Now get the list of paths that you wrote down during search, and compare them to this list. Note that on this example machine, none of the pre-determined paths (primary, alternate, etc.) is set to what appears to be the CD drive. This example machine has a mirrored boot drive, so the mirror is set as the alternate path. You will have to specify the path to the CD by hand. Remember that this is all configurable and machine specific, so your HP will (probably) look somewhat different.