Just want to hold your hand through this one
#1 Put the OSX CD?DVD in the drive. If the drive door won't open because that *&^% who sold you the PM w/o a HD you should look for a mac owner to format the HD to take the OSX. Make sure it's at least a 10.2+ version preferably 10.4
#2 After installing the OS on your ex HD connect to the mac through the usb2 or preferably FW port. If you only have usb1 go straight to #5.
#3 Boot up holding the programmer button. That's the smaller botton below the bigger one on the front of the PM that you purchased.
#4.1Once you hear the "Bong"let go the buttons and press the key "T". You have now made the PM the target disc on to your ex HD. Now that you have the PM booted w/o app what will you do with it?
#4.2 Alternatively you can hold option key down on start up to choose the desire start up disk.
I am doing this because I want you to become a mac affectionado instead of those whiner who said "I tried mac and i AM GOING BACK TO MY peecee because I bought a 2nd hand mac w/o a HD w/o any apps and expect it to do all the great stuff I heard about a mac can do and it DID NOT!"
#5 Now if I were you I will go get an internal HD and install the osx like mduell suggested. Are you sure the only problem that you have now is no HD?
Next time PLEASE
get a new/like new entry level complete mac if you plan
to discover the GREATness of this Superior Computer System.