It is a bios thing and the only os cd i have seen that supported the no response just boot from the hd is the win2k cd, cause the nt4 cd does not do that I remember cause i had left the cd in by accident and had it hose my ntldr file.
works fine for me in d3d mode I have an abit be6-II with a p3 866 overclocked to 910 with 768 ram geforce ddr running 2k sp1 dx8.0a, hope that helps, but you might want to try the no cd crack sometimes that can change things or break things