but shouldn't it do that by default?
Yes it should. first check you haven't left a blank CD/DVD in the DVD drive (causes my Medion to hang on start)
also try checking the BIOS (probably by pressing del on starting)
is set to boot from DVD as first boot device and HDD as second or even set HDD as first boot device. For example Do not make any other changes in the BIOS as it may stop your machine booting at all
Remember to save and exit (F10) then see if it works