Helping people with computers... one answer at a time.
Your computer's BIOS is often the source of cryptic error messages on boot. "Pri Master HDD Error" is an example of an apparent hard disk failure.
When powering up my friend's computer, it comes up "Pri Master HDD Error". Then it says to insert boot diskette in A. He is running Windows XP. What does this mean?
It means that your friend's computer has a problem.
The fact that it's supposed to be running Windows XP is actually beside the point ... the computer hasn't even gotten that far yet.
A cryptic message like "Pri Master HDD Error" means that the computer's BIOS cannot access the hard disk (HDD: Hard Disk Drive) in the computer in order to boot. In fact, it apparently can't even find the disk to even try to read anything from it.
Since it cannot boot from the hard disk, it's asking you to insert a boot diskette into the floppy drive, typically referred to as "A:". Even if you have no floppy drive the BIOS may still ask for it; it can't boot, so it has to ask for something.
Unfortunately, the error message doesn't really tell you anything specific about the actual error. It's the computer's equivalent of saying "something's broken" without really telling you what that something is.
If you're not comfortable opening up your machine and poking around a little, this would be the time to take it to a technician for diagnosis. As we'll see in a moment, the problem could be any of several different issues, and they'll need to see the machine to determine what it is.
In your shoes, the first thing I would do down "the try-it-yourself path" would be to turn off the machine, unplug it, wait a while, and then plug it back in and try again. I know it sounds either stupid or magical, depending on your point of view, but removing power for "a while" can often cause things that are electrically 'stuck' to sometimes reset themselves. If it works, which admittedly is not all that often in a case like this, it's cheap and fast.
If that didn't work, I'd once again turn off the machine and unplug it, because this time I'd be going inside. I'd open the computer (if it's not a laptop, that is) and check the cabling, making sure that cables, both data and power, are securely seated and "pushed in" all the way. It's not uncommon for a marginal connection to suddenly stop working without apparent cause or at the slightest bump. Once again, if it works it's cheap and easy.
If you know enough to identify that your computer uses an add-on disk controller that sits in an expansion slot, I'd make sure that it, and all the expansion cards for that matter, were seated properly.
Similarly, I'd also be tempted to remove any expansion cards that weren't absolutely necessary to boot the machine - sometimes a failure on one card can cause an error to appear as if it's coming from another place.
Another good diagnostic step, once again with the power off, is to disconnect the hard drive, and then attempt a reboot just to see if there's additional failure information that can be gleaned from the resulting error message.
At this point, things get tricky. My next step would be to connect the hard disk in another machine and see if it works at all. If it doesn't, that's a likely indicator that the hard disk itself has failed and needs replacing.
If the hard drive does work in a different machine, then the problem is likely with your disk controller or motherboard. I say "likely" because things are rarely that cut and dried. Hence this is, once again, where I'd be recommending a technician to confirm this before running out and replacing either.