Cannot install on this Disk, no previous installation of OS X detected

Hi,
today I tried to install OS. I took install CD 1 (original Mac OS X Panther v10.3) and I ran Disk utility - made new partition and erase disk (I want clear new installation and I don't need old data).
Then I ran installation and then I got this message:
Cannot install on this Disk, no previous installation of OS X detected
Why does it need previous installation? I want to make new Install. How can I make it?
Thanks a lot!

CDs looks the same, but in the first CD is under Install Disk 1 write "Upgrade".
As I wrote, I have 3 CDs - black with silver X, which I got with my computer. On CDs is Panther 10.3 which was pre-install in my computer too and which I erased.
From Pogue's "Mac OS X: The Missing Manual, Panther Edition":
When you buy Panther from a store, you get the installer described on these pages—the one capable of performing either an Upgrade installation or an "Archive and Install" (that is, a clean install).
You may have received a different set of CDs, however, thanks to Apple's Software Up-to-Date program. (That's where you pay only $20 or so for the upgrade—an consolation prize offered to people who bought a new Mac only a few weeks before a major new Mac OS X version comes out.) You'll know if you have this set, because Disc 1 bears the label Upgrade Disc.
Trouble is, there's no Archive and Install option when you run this installer. After all, these discs are intended to upgrade the copy of Mac OS X that's already on your new Mac.
That doesn't mean, though, that you can't perform a clean install at all. If you use the Erase and Install option, you do indeed get a clean installation of Panther. You'll have to re-create your accounts and settings, but at least you'll wind up with the considerable stability benefits of a clean installation.
It may be that your machine was "pre-upgraded" before you received it, and you got the Panther upgrade disks but weren't also given a set of the original Jaguar disks.
Try the installation again, and when you get to the Select a Destination screen, see if there is an Options button. If so, click it, and see if you can get to an Erase and Install option.

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Hi,
Disclamer here is that I am completely new to the Mac world after having used purely Windows for the last 15 odd years so sory for any silly mistakes
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Good Luck!

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