Macbook Harddrive Erased during Installation

Sorry if this is in the wrong thread but I was rebooting my macbook to its factory setting and while in the middle of the installation it failed. It gave me a option to restart my comp. And I did but the grey screen was loading and loading so I decided to turn off my computer than a folder with a question mark came up and was flashing. I restarted my computer and everything..iv tried holding down the mousepad, c and the other buttons but it won't work now its just a grey screen with the apple and the spinning sign..iv built up a lot of patience for this and its not working..I dont think my computer has a harddrive with stuff..I don't know how to further explain..please help asap. Thanks in advance.. megan

Which OS X version? Where did you get the install DVD?
Gray DVDs for any other model won't work with your model Mac.